A priori error estimates for reduced order models in finance

Author: Sachs Ekkehard W.   Schu Matthias  

Publisher: Edp Sciences

E-ISSN: 1290-3841|47|2|449-469

ISSN: 0764-583x

Source: ESAIM: Mathematical Modelling and Numerical Analysis, Vol.47, Iss.2, 2013-01, pp. : 449-469

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Abstract