On gamma estimation via matrix kriging

Keyphrases

• Risk Management 100%
• Kriging 100%
• Real-time Risk 66%
• Greek 66%
• Numerical Experiments 33%
• Estimation Method 33%
• Time Constraints 33%
• Surface Function 33%
• Element-by-element 33%
• Cholesky Decomposition 33%
• Precision Requirements 33%
• Derivative Prices 33%
• Stochastic Kriging 33%
• Stochastic Gradient Estimation 33%
• Financial Engineering 33%
• Gamma Matrix 33%
• Management Gradient 33%
• Multiple Underlying Assets 33%
• Business Parameters 33%

Computer Science

• Risk Management 100%
• Time Constraint 33%
• Function Surface 33%
• Estimation Method 33%
• Cholesky's Decomposition 33%
• Underlying Asset 33%

Engineering

• Risk Management 100%
• Engineering 33%
• Numerical Experiment 33%
• Illustrates 33%
• Cholesky's Decomposition 33%