Randomized Sobol' sensitivity indices (Q1722534)
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scientific article; zbMATH DE number 7024275
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| English | Randomized Sobol' sensitivity indices |
scientific article; zbMATH DE number 7024275 |
Statements
Randomized Sobol' sensitivity indices (English)
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18 February 2019
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global sensitivity analysis
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quantitative finance
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Monte Carlo
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0.8142328858375549
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0.8082868456840515
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0.7989032864570618
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0.7984889149665833
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0.7917815446853638
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