5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.NA2021
Error Analysis of a Model Order Reduction Framework for Financial Risk Analysis
Andreas Binder, Onkar Jadhav, Volker Mehrmann
A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal de…
q-fin.CP2020★ 5 cited
Model order reduction for parametric high dimensional models in the analysis of financial risk
Andreas Binder, Onkar Jadhav, Volker Mehrmann
This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes,…