@article{etna_vol55_pp469-507, author = {Andreas Binder and Onkar Jadhav and Volker Mehrmann}, title = {Error analysis of a model order reduction framework for financial risk analysis}, journal = {Electron. Trans. Numer. Anal.}, volume = {55}, year = {2022}, pages = {469--507}, doi = {10.1553/etna_vol55s469}, }