Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes |
scientific article; zbMATH DE number 7179964
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes |
scientific article; zbMATH DE number 7179964 |
Statements
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (English)
0 references
12 March 2020
0 references
unbiased estimator
0 references
sensitivity estimation
0 references
derivative estimation
0 references
Greeks
0 references
Beskos-Roberts method
0 references
Poisson kernel method
0 references
0 references
0 references
0.9017594
0 references
0.8830596
0 references
0.8797475
0 references
0.87954617
0 references
0.8733629
0 references
0.87114656
0 references
0.8702079
0 references
