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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research : ZOR"
~isPartOf:"New methods in fixed income modeling : fixed income modeling"
~isPartOf:"Omega : the international journal of management science"
~subject:"Stochastic process"
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Search: subject:"Sensitivity Analysis"
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Stochastic process
Sensitivity analysis
16
Sensitivitätsanalyse
11
Option pricing theory
6
Optionspreistheorie
6
Stochastischer Prozess
6
Multi-criteria analysis
5
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sensitivity analysis
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Abbas-Turki, Lokman A.
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Bueno-Guerrero, Alberto
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Calder, Jon M.
1
Cherif, Sidi Mohamed Lalaoui Ben
1
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1
Durbach, Ian N.
1
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1
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1
Ma, Jingtang
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1
Moriggia, Vittorio
1
Nasroallah, Abdelaziz
1
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International journal of theoretical and applied finance
Mathematical methods of operations research : ZOR
New methods in fixed income modeling : fixed income modeling
Omega : the international journal of management science
European journal of operational research : EJOR
6
International journal of production economics
2
Mathematics of operations research
2
Annals of finance
1
Applied economics
1
Applied mathematical finance
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Dynamic systems, economic growth, and the environment
1
Economic systems research
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
INFORMS journal on computing : JOC
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Industrial engineering : Fachzeitschrift des REFA-Verbandes
1
International journal of enterprise network management
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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Networks and spatial economics : a journal of infrastructure modeling and computation
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Numerical methods in finance : Bordeaux, June 2010
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R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
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Structural change and economic dynamics : SC+ED
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
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ECONIS (ZBW)
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1
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
2
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
Saved in:
3
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
Moriggia, Vittorio
;
Kopa, Miloš
;
Vitali, Sebastiano
- In:
Omega : the international journal of management science
87
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012063408
Saved in:
4
Sensitivity
analysis
and hedging in stochastic string models
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 151-167)
.
2018
Persistent link: https://www.econbiz.de/10012011646
Saved in:
5
Modelling uncertainty in stochastic multicriteria acceptability analysis
Durbach, Ian N.
;
Calder, Jon M.
- In:
Omega : the international journal of management science
64
(
2016
),
pp. 13-23
Persistent link: https://www.econbiz.de/10011545028
Saved in:
6
European options sensitivity with respect to the correlation for multidimensional Heston models
Abbas-Turki, Lokman A.
;
Lamberton, Damien
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010364767
Saved in:
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