Sensitivity Estimates from Characteristic Functions (Q3098327)

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Sensitivity Estimates from Characteristic Functions
scientific article

    Statements

    title
    Sensitivity Estimates from Characteristic Functions (English)
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    author
    Paul Glasserman
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    Zongjian Liu
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    publication date
    17 November 2011
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    Identifiers

    Mathematics Subject Classification ID
    62F10
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    60E10
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    62P05
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    65C60
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    zbMATH DE Number
    5973560
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