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Randomized Sobol' sensitivity indices - MaRDI portal

Randomized Sobol' sensitivity indices (Q1722534)

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scientific article; zbMATH DE number 7024275
Language Label Description Also known as
English
Randomized Sobol' sensitivity indices
scientific article; zbMATH DE number 7024275

    Statements

    title
    Randomized Sobol' sensitivity indices (English)
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    author
    Giray Ökten
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    David R. Mandel
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    publication date
    18 February 2019
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    zbMATH Keywords
    global sensitivity analysis
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    quantitative finance
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    Monte Carlo
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    Identifiers

    zbMATH DE Number
    7024275
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    OpenAlex ID
    W2810986712
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