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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Omega : the international journal of management science"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Stochastic process"
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Entscheidung unter Unsicherheit
Stochastic process
Sensitivity analysis
13
Sensitivitätsanalyse
9
Multi-criteria analysis
5
Multikriterielle Entscheidungsanalyse
5
Decision
4
Entscheidung
4
Option pricing theory
4
Optionspreistheorie
4
Stochastischer Prozess
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Theorie
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sensitivity analysis
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Decision theory
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Derivat
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Derivative
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Decision under uncertainty
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Experiment
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Abbas-Turki, Lokman A.
1
Calder, Jon M.
1
Chennu, Arjun
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Durbach, Ian N.
1
Eddahbi, M'hamed
1
Haag, Fridolin
1
Kopa, Miloš
1
Lamberton, Damien
1
Moriggia, Vittorio
1
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1
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International journal of theoretical and applied finance
Omega : the international journal of management science
European journal of operational research : EJOR
18
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
2
Discussion paper / Center for Economic Research, Tilburg University
2
International journal of production economics
2
Mathematics of operations research
2
Advances in decision making under risk and uncertainty
1
Annals of finance
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Applied economics
1
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Dynamic systems, economic growth, and the environment
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EURO Journal on decision processes
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Economic systems research
1
Economics of energy & environmental policy
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
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
1
INFORMS journal on applied analytics
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 modelling in management
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
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Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
New methods in fixed income modeling : fixed income modeling
1
Numerical methods in finance : Bordeaux, June 2010
1
Operations research
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Operations research letters
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Pacific accounting review
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ECONIS (ZBW)
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1
Assessing whether decisions are more sensitive to preference or prediction uncertainty with a value of information approach
Haag, Fridolin
;
Chennu, Arjun
- In:
Omega : the international journal of management science
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014471060
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
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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