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1 Ergebnisse
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Model order reduction for the simulation of parametric inte..:
Binder, Andreas
;
Jadhav, Onkar
;
Mehrmann, Volker
info:eu-repo/grantAgreement/EC/H2020/765374/. , 2021
Link:
https://zenodo.org/record/5043424
RT Journal T1
Model order reduction for the simulation of parametric interest rate models in financial risk analysis
UL https://suche.suub.uni-bremen.de/peid=base-ftzenodo:oai:zenodo.org:5043424&Exemplar=1&LAN=DE A1 Binder, Andreas A1 Jadhav, Onkar A1 Mehrmann, Volker YR 2021 K1 Financial risk analysis K1 Short-rate models K1 Convection-diffusion-reaction equation K1 Finite difference method K1 Parametric model order reduction K1 Proper orthogonal decomposition K1 Adaptive greedy sampling K1 Packaged retail investment and insurance-based products JF info:eu-repo/grantAgreement/EC/H2020/765374/ LK http://dx.doi.org/https://zenodo.org/record/5043424 DO https://zenodo.org/record/5043424 SF ELIB - SuUB Bremen
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