Proper Orthogonal Decomposition in Option Pricing (Q4626517)
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scientific article; zbMATH DE number 7030714
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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