A priori error estimates for reduced order models in finance (Q2839160)
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scientific article; zbMATH DE number 6184131
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| English | A priori error estimates for reduced order models in finance |
scientific article; zbMATH DE number 6184131 |
Statements
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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0.91011906
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0.86082894
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0.8529285
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0.8507267
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0.8497296
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0.8484198
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0.8468749
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0.8452917
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A priori error estimates for reduced order models in finance (English)
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