Variational sensitivity analysis of parametric Markovian market models (Q3534748)
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scientific article; zbMATH DE number 5361726
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| English | Variational sensitivity analysis of parametric Markovian market models |
scientific article; zbMATH DE number 5361726 |
Statements
4 November 2008
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Markov process
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Greeks
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sensitivity
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sparse tensor finite elements
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0.7628849744796753
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0.7555022835731506
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0.7448526620864868
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