An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427)
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scientific article; zbMATH DE number 6636508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact method for the sensitivity analysis of systems simulated by rejection techniques |
scientific article; zbMATH DE number 6636508 |
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An exact method for the sensitivity analysis of systems simulated by rejection techniques (English)
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7 October 2016
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Monte Carlo simulation
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sensitivity analysis
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acceptance-rejection sampling
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option pricing under Lévy processes
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queuing theory
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