Denoising Monte Carlo sensitivity estimates (Q439916)
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scientific article; zbMATH DE number 6067693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Denoising Monte Carlo sensitivity estimates |
scientific article; zbMATH DE number 6067693 |
Statements
Denoising Monte Carlo sensitivity estimates (English)
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17 August 2012
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Monte Carlo methods
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sensitivity estimation
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denoising
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near-interpolation
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financial applications
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numerical experiments
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0.88124704
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0.8752606
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0.8733334
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0.86718863
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0.86679673
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0.86239004
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