Author of the publication

Global Sensitivity Analysis of Various Numerical Schemes for the Heston Model.

, , and . ICCS (7), volume 12143 of Lecture Notes in Computer Science, page 520-528. Springer, (2020)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

The identification of model effective dimensions using global sensitivity analysis., , , and . Reliab. Eng. Syst. Saf., 96 (4): 440-449 (2011)Monte Carlo evaluation of derivative-based global sensitivity measures., , , and . Reliab. Eng. Syst. Saf., 94 (7): 1135-1148 (2009)Time-Dependent Solution of a Full Hydrodynamic Model Including Convective Terms and Viscous Effect., , and . VLSI Design, 6 (1-4): 173-176 (1998)A unified approach for global sensitivity analysis based on active subspace and Kriging., , , and . Reliab. Eng. Syst. Saf., (2022)Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables., and . Reliab. Eng. Syst. Saf., (2021)The Kissing Number Problem: A New Result from Global Optimization., , and . Electron. Notes Discret. Math., (2004)Comparison of deterministic and stochastic approaches to global optimization., and . ITOR, 12 (3): 263-285 (2005)Estimating the approximation error when fixing unessential factors in global sensitivity analysis., , , , and . Reliab. Eng. Syst. Saf., 92 (7): 957-960 (2007)Different numerical estimators for main effect global sensitivity indices., and . Reliab. Eng. Syst. Saf., (2017)Sobol' indices for problems defined in non-rectangular domains., , and . Reliab. Eng. Syst. Saf., (2017)