european_option_pricing_demo.m File Reference

simple demo script: loads a primal reduced basis with standard grid settings and 200 basis vectors (the l2-error-estimator was used during basis generation) and produces a GUI for the european-Option_pricing model More...

Go to the source code of this file.

Functions
function	european_option_pricing_demo ()
	simple demo script: loads a primal reduced basis with standard grid settings and 200 basis vectors (the l2-error-estimator was used during basis generation) and produces a GUI for the european-Option_pricing model

Detailed Description

simple demo script: loads a primal reduced basis with standard grid settings and 200 basis vectors (the l2-error-estimator was used during basis generation) and produces a GUI for the european-Option_pricing model

Definition in file european_option_pricing_demo.m.