𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Assessing sources of parametric uncertainty and uncertainty propagation in sediment runoff simulations of flooding

✍ Scribed by Apip; T. Sayama; Y. Tachikawa; K. Takara; Y. Yamashiki


Book ID
114902371
Publisher
Wiley (Blackwell Publishing)
Year
2010
Tongue
English
Weight
729 KB
Volume
3
Category
Article
ISSN
1753-318X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Assessment and propagation of input unce
✍ Henryk Gzyl; German Molina; Enrique ter Horst πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 904 KB

## Abstract This paper aims to provide a practical example of assessment and propagation of input uncertainty for option pricing when using tree‐based methods. Input uncertainty is propagated into output uncertainty, reflecting that option prices are as unknown as the inputs they are based on. Opti