A measure-valued differentiation approach to sensitivities of quantiles (Q2800376)
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scientific article; zbMATH DE number 6569368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A measure-valued differentiation approach to sensitivities of quantiles |
scientific article; zbMATH DE number 6569368 |
Statements
15 April 2016
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quantile
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sensitivity analysis
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Monte Carlo simulation
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measure-valued differentiation
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options
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multiasset option
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A measure-valued differentiation approach to sensitivities of quantiles (English)
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