scholarly journals Pricing and Risk Management with High-Dimensional Quasi-Monte Carlo and Global Sensitivity Analysis

Wilmott ◽  
2015 ◽  
Vol 2015 (78) ◽  
pp. 46-70 ◽  
Author(s):  
Marco Bianchetti ◽  
Sergei Kucherenko ◽  
Stefano Scoleri
Keyword(s):  
Sensitivity Analysis ◽  
Risk Management ◽  
Monte Carlo ◽  
Global Sensitivity Analysis ◽  
High Dimensional ◽  
Global Sensitivity ◽  
Quasi Monte Carlo

Effective Global Sensitivity Analysis for High-Dimensional Hydrologic and Water Quality Models

2019 ◽  
Vol 24 (1) ◽  
pp. 04018057 ◽  
Author(s):  
Yogesh Khare ◽  
Christopher J. Martinez ◽  
Rafael Muñoz-Carpena ◽  
Adelbert “Del” Bottcher ◽  
Andrew James
Keyword(s):  
Water Quality ◽  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
High Dimensional ◽  
Quality Models ◽  
Global Sensitivity ◽  
Water Quality Models
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