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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"New methods in fixed income modeling : fixed income modeling"
~isPartOf:"Omega : the international journal of management science"
~subject:"Stochastic process"
~type:"article"
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Stochastic process
Sensitivity analysis
15
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International journal of theoretical and applied finance
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
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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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
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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1
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:
2
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:
3
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:
4
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:
5
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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