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Second Order Discretization of Bismut-Elworthy-Li Formula: Application to Sensitivity Analysis.

Toshihiro YamadaKenta Yamamoto
Published in: SIAM/ASA J. Uncertain. Quantification (2019)
Keyphrases
  • sensitivity analysis
  • managerial insights
  • higher order
  • influence diagrams
  • database
  • real time
  • data sets
  • neural network
  • decision trees
  • search algorithm
  • linear programming
  • variational inequalities