Model order reduction for the simulation of parametric interest rate models in financial risk analysis (Q2138212)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model order reduction for the simulation of parametric interest rate models in financial risk analysis |
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Model order reduction for the simulation of parametric interest rate models in financial risk analysis (English)
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11 May 2022
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financial risk analysis
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short-rate models
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convection-diffusion-reaction equation
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finite difference method
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parametric model order reduction
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proper orthogonal decomposition
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adaptive greedy sampling
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packaged retail investment and insurance-based products
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