<i>A priori</i>error estimates for reduced order models in finance (Q2839160)

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<i>A priori</i>error estimates for reduced order models in finance
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    <i>A priori</i>error estimates for reduced order models in finance (English)
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    4 July 2013
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    option pricing models
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    proper orthogonal decomposition
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    a priori error estimate
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    error estimates
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    integro-partial differential equations
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    reduced-order model
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