On gamma estimation via matrix kriging (Q5229974)
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scientific article; zbMATH DE number 7095955
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| default for all languages | No label defined |
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| English | On gamma estimation via matrix kriging |
scientific article; zbMATH DE number 7095955 |
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On gamma estimation via matrix kriging (English)
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19 August 2019
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financial risk management
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gradient estimation
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Greeks
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stochastic kriging
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0.7290684580802917
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0.7076133489608765
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0.7029857635498047
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0.6932776570320129
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0.6902583241462708
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