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Denoising Monte Carlo sensitivity estimates - MaRDI portal

Denoising Monte Carlo sensitivity estimates (Q439916)

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scientific article; zbMATH DE number 6067693
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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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