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~person:"Joshi, Mark S."
~person:"Shubik, Martin"
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Search: subject:"Sensitivity analysis"
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Sensitivity analysis
4
Sensitivitätsanalyse
3
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Option pricing theory
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Joshi, Mark S.
Shubik, Martin
Borgonovo, Emanuele
19
Goerigk, Marc
9
Magni, Carlo Alberto
6
Marchioni, Andrea
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ECONIS (ZBW)
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1
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
Saved in:
2
The efficient computation and the
sensitivity
analysis
of finite-time ruin probabilities and the estimation of risk-based regulatory capital
Joshi, Mark S.
;
Zhu, Dan
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 431-467
Persistent link: https://www.econbiz.de/10011576782
Saved in:
3
Runs, panics and bubbles : Diamond-Dybvig and Morris-Shin reconsidered
Smith, Eric
;
Shubik, Martin
- In:
Annals of finance
10
(
2014
)
4
,
pp. 603-622
Persistent link: https://www.econbiz.de/10010465002
Saved in:
4
Runs, panics and bubbles: Diamond–Dybvig and Morris–Shin reconsidered
Smith, Eric
;
Shubik, Martin
- In:
Annals of Finance
10
(
2014
)
4
,
pp. 603-622
essentially nondynamic. We add an explicit replicator dynamic from evolutionary game theory to provide for a
sensitivity
analysis
…
Persistent link: https://www.econbiz.de/10011155082
Saved in:
5
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:
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