A measure-valued differentiation approach to sensitivities of quantiles (Q2800376)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6569368
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A measure-valued differentiation approach to sensitivities of quantiles |
scientific article; zbMATH DE number 6569368 |
Statements
15 April 2016
0 references
quantile
0 references
sensitivity analysis
0 references
Monte Carlo simulation
0 references
measure-valued differentiation
0 references
options
0 references
multiasset option
0 references
0 references
0 references
0 references
0 references
A measure-valued differentiation approach to sensitivities of quantiles (English)
0 references
0.8585251569747925
0 references
0.843586266040802
0 references
0.8391065001487732
0 references
0.8043498396873474
0 references
0.7861332893371582
0 references
