The following pages link to (Q5503156):
Displayed 6 items.
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- A dual-weighted trust-region adaptive POD 4-D Var applied to a finite-volume shallow water equations model on the sphere (Q2893575) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization (Q2942357) (← links)
- POD-Galerkin approximations in PDE-constrained optimization (Q3058179) (← links)
- Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)