Proper Orthogonal Decomposition in Option Pricing (Q4626517)
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scientific article; zbMATH DE number 7030714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Proper Orthogonal Decomposition in Option Pricing |
scientific article; zbMATH DE number 7030714 |
Statements
Proper Orthogonal Decomposition in Option Pricing (English)
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28 February 2019
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option pricing
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model order reduction
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forward-backward duality
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0.90462804
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0.8894137
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0.8734916
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0.8681624
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0.86583745
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0.8632932
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0.8631498
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0.8630252
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