Denoising Monte Carlo sensitivity estimates (Q439916): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+D05
@@ Property / Mathematics Subject Classification ID: 65D05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6067693
@@ Property / zbMATH DE Number: 6067693 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo methods
@@ Property / zbMATH Keywords: Monte Carlo methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sensitivity estimation
@@ Property / zbMATH Keywords: sensitivity estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+denoising
@@ Property / zbMATH Keywords: denoising / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+near-interpolation
@@ Property / zbMATH Keywords: near-interpolation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial applications
@@ Property / zbMATH Keywords: financial applications / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical experiments
@@ Property / zbMATH Keywords: numerical experiments / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2012.01.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2081170064
@@ Property / OpenAlex ID: W2081170064 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Kriging for Simulation Metamodeling
@@ Property / cites work: Stochastic Kriging for Simulation Metamodeling / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q3523239
@@ Property / cites work: Q3523239 / rank @@
+Normal rank
@@ Property / cites work @@
+Image Processing and Analysis
@@ Property / cites work: Image Processing and Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing noisy data with spline functions
@@ Property / cites work: Smoothing noisy data with spline functions / rank @@
+Normal rank
@@ Property / cites work @@
+Best Near-Interpolation by Curves: Existence
@@ Property / cites work: Best Near-Interpolation by Curves: Existence / rank @@
+Normal rank
@@ Property / cites work @@
+Near-interpolation
@@ Property / cites work: Near-interpolation / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
+Normal rank
@@ Property / cites work @@
+Smoothing by spline functions. II
@@ Property / cites work: Smoothing by spline functions. II / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear total variation based noise removal algorithms
+Normal rank
@@ Property / cites work @@
+Automatic fairing algorithm for B-spline curves
@@ Property / cites work: Automatic fairing algorithm for B-spline curves / rank @@
+Normal rank
@@ Property / cites work @@
+Kriging for interpolation in random simulation
@@ Property / cites work: Kriging for interpolation in random simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Fairing spline curves and surfaces by minimizing energy
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:439916