Randomized Global Sensitivity Analysis and Model Robustness (Q5117942)
From MaRDI portal
scientific article; zbMATH DE number 7240106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized Global Sensitivity Analysis and Model Robustness |
scientific article; zbMATH DE number 7240106 |
Statements
Randomized Global Sensitivity Analysis and Model Robustness (English)
0 references
26 August 2020
0 references
global sensitivity analysis
0 references
interest rate models
0 references
model robustness
0 references
Sobol' sensitivity indices
0 references
temperature derivatives
0 references
0 references
0 references
