Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
vorgelegt von Marina Schneider
| Year of publication: |
2015
|
|---|---|
| Authors: | Schneider, Marina |
| Other Persons: | Sachs, Ekkehard (degree supervisor) ; Volkwein, Stefan (degree supervisor) |
| Institutions: | Universität Trier (degree granting) |
| Publisher: |
Trier |
| Subject: | Wirtschaftsmodell | Economic model | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Theorie | Theory | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Parametrisiertes System | Ordnungsreduktion |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 165 Seiten Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Universität Trier, 2015 |
| Notes: | Literaturverzeichnis: Seite 157-165 Zusammenfassung inenglischer Sprache |
| Classification: | Investition, Finanzierung ; Nichtlineare Dynamik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532683