Randomized Global Sensitivity Analysis and Model Robustness

DOI10.1007/978-3-030-43465-6_20OpenAlexW3021773341MaRDI QIDQ5117942

David R. Mandel, Giray Ökten

Publication date: 26 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-43465-6_20

zbMATH Keywords

global sensitivity analysistemperature derivativesinterest rate modelsmodel robustnessSobol' sensitivity indices

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

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