Complexity Reduction for Parametric High Dimensional Models in the Analysis of Financial Risk
From MaRDI portal
Publication:6095015
DOI10.1007/978-3-031-11818-0_23MaRDI QIDQ6095015
Andreas Binder, Volker Mehrmann, Onkar Jadhav
Publication date: 15 September 2023
Published in: Mathematics in Industry (Search for Journal in Brave)
Cites Work
- Interest rate models -- theory and practice. With smile, inflation and credit
- Model order reduction for the simulation of parametric interest rate models in financial risk analysis
- Singular value decomposition and least squares solutions
- An adaptive and efficient greedy procedure for the optimal training of parametric reduced-order models
- Galerkin proper orthogonal decomposition methods for parabolic problems
This page was built for publication: Complexity Reduction for Parametric High Dimensional Models in the Analysis of Financial Risk