Randomized Global Sensitivity Analysis and Model Robustness
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-43465-6_20
Reference29 articles.
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3. Bianchetti, M., Kucherenko, S., Scoleri, S.: Pricing and risk management with high-dimensional quasi-Monte Carlo and global sensitivity analysis. Wilmott July(78), 46–70 (2015)
4. Brigo, D., Mercurio, F.: Interest Rate Models: Theory and Practice. Springer, New York (2001)
5. Brody, D.C., Syroka, J., Zervos, M.: Dynamical pricing of weather derivatives. Quant. Financ 2(3), 189–198 (2002)
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