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~isPartOf:"International journal of theoretical and applied finance"
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Search: subject:"Sensitivity Analysis"
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Sensitivity analysis
10
Sensitivitätsanalyse
10
sensitivity analysis
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
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Abbas-Turki, Lokman A.
1
Belgodere, Antoine
1
Chatzivasileiadis, Theodoros
1
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1
Chiang, Kevin C. H.
1
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1
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1
Sun, Jing
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1
Vellutini, Charles
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Applied economics letters
International journal of theoretical and applied finance
European journal of operational research : EJOR
68
IMF Working Papers
52
European Journal of Operational Research
26
Applied Energy
24
Renewable Energy
23
Water Resources Management
23
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Discussion Paper / Tilburg University, Center for Economic Research
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Renewable and Sustainable Energy Reviews
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International journal of production economics
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cemmap working paper
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Quantitative economics : QE ; journal of the Econometric Society
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11
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11
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10
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Omega : the international journal of management science
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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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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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1
The robustness of trust, institutions and entrepreneurship regressions, revisited
Ovaska, Tomi
;
Takashima, Ryo
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1578-1581
Persistent link: https://www.econbiz.de/10012626631
Saved in:
2
Quasi-Monte Carlo application in CGE systematic
sensitivity
analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
Saved in:
3
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
4
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:
5
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
6
Theoretical
sensitivity
analysis
for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
7
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:
8
Conviction, gender and labour market status
Sciulli, Dario
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1113-1120
Persistent link: https://www.econbiz.de/10010197019
Saved in:
9
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
10
The sensitivity of matched sampling methodology in the literature of foreign acquisition
Sun, Jing
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1567-1570
Persistent link: https://www.econbiz.de/10009684113
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