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