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An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.; Zhu, Dan - In: European journal of operational research : EJOR 254 (2016) 3, pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
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Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: European journal of operational research : EJOR 308 (2023) 1, pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Minmax robustness for multi-objective optimization problems
Ehrgott, Matthias; Ide, Jonas; Schöbel, Anita - In: European journal of operational research : EJOR 239 (2014) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10010403699
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Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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Robust recoverable 0-1 optimization problems under polyhedral uncertainty
Hradovich, Mikita; Kasperski, Adam; Zieliński, Paweł - In: European journal of operational research : EJOR 278 (2019) 1, pp. 136-148
Persistent link: https://www.econbiz.de/10012102598
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Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
Chassein, André; Goerigk, Marc - In: European journal of operational research : EJOR 269 (2018) 2, pp. 544-555
Persistent link: https://www.econbiz.de/10011864406
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Variable-sized uncertainty and inverse problems in robust optimization
Chassein, André; Goerigk, Marc - In: European journal of operational research : EJOR 264 (2018) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011801544