Sensitivity Analysis Based on Markovian Integration by Parts Formula
نویسندگان
چکیده
منابع مشابه
An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis
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ژورنال
عنوان ژورنال: Mathematical and Computational Applications
سال: 2017
ISSN: 2297-8747
DOI: 10.3390/mca22040040