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math.NA2020★ 39 cited
Analysis of the Blade Element Momentum Theory
Jeremy Ledoux, Sebastián Riffo, Julien Salomon
The blade element momentum (BEM) theory introduced by Lock et al. and formulated in its modern form by Glauert provides a framework to model the aerodynamic interaction between a t…
math.NA2014★ 2 cited
Reduced basis methods for pricing options with the Black-Scholes and Heston model
Olena Burkovska, Bernard Haasdonk, Julien Salomon +1
In this paper, we present a reduced basis method for pricing European and American options based on the Black-Scholes and Heston model. To tackle each model numerically, we formula…