An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427)

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An exact method for the sensitivity analysis of systems simulated by rejection techniques
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    An exact method for the sensitivity analysis of systems simulated by rejection techniques (English)
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    7 October 2016
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    Monte Carlo simulation
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    sensitivity analysis
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    acceptance-rejection sampling
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    option pricing under Lévy processes
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    queuing theory
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