Uncertainty Quantification of Derivative Instruments (Q5372104)

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scientific article; zbMATH DE number 6797124
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Uncertainty Quantification of Derivative Instruments
scientific article; zbMATH DE number 6797124

    Statements

    Uncertainty Quantification of Derivative Instruments (English)
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    24 October 2017
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    parameter uncertainty
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    derivative pricing
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    Smolyak algorithm
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    Monte Carlo
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    entropy
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