Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/moor.2017.0926 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2807781982 / rank | |||
Normal rank | |||
Revision as of 21:33, 19 March 2024
scientific article; zbMATH DE number 7179964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes |
scientific article; zbMATH DE number 7179964 |
Statements
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (English)
0 references
12 March 2020
0 references
unbiased estimator
0 references
sensitivity estimation
0 references
derivative estimation
0 references
Greeks
0 references
Beskos-Roberts method
0 references
Poisson kernel method
0 references
