Uncertainty Quantification of Derivative Instruments (Q5372104)
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scientific article; zbMATH DE number 6797124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertainty Quantification of Derivative Instruments |
scientific article; zbMATH DE number 6797124 |
Statements
Uncertainty Quantification of Derivative Instruments (English)
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24 October 2017
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parameter uncertainty
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derivative pricing
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Smolyak algorithm
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Monte Carlo
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entropy
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