//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Sensitivity Analysis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Sensitivity analysis
4
Sensitivitätsanalyse
4
sensitivity analysis
4
Derivat
2
Derivative
2
Greece
2
Greeks
2
Griechenland
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risikomanagement
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Asia
1
Asian options
1
Asien
1
Bermudan options
1
Black-Scholes model
1
Black-Scholes-Modell
1
Correlation
1
Correlation sensitivity
1
Cumulative prospect theory
1
Currency derivative
1
Financial services
1
Finanzdienstleistung
1
Finanzmathematik
1
Hedge fund
1
Hedgefonds
1
Interest rate derivative
1
Korrelation
1
LIBOR market model
1
Malliavin calculus
1
Mathematical finance
1
Monte Carlo methods
1
Operational risk
1
Operationelles Risiko
1
Option trading
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Abbas-Turki, Lokman A.
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Eddahbi, M'hamed
1
Joshi, Mark S.
1
Kato, Takashi
1
Lamberton, Damien
1
Nasroallah, Abdelaziz
1
Pirjol, Dan
1
Wiguna, Alexander
1
Zhu, Lingjiong
1
Zou, Bin
1
more ...
less ...
Published in...
All
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
Energy
22
Mathematics and Computers in Simulation (MATCOM)
17
Discussion Paper / Tilburg University, Center for Economic Research
16
Management Science
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Renewable and Sustainable Energy Reviews
14
International journal of production economics
13
Natural Hazards
13
Tinbergen Institute Discussion Papers
13
cemmap working paper
13
Discussion paper / Center for Economic Research, Tilburg University
12
MPRA Paper
12
Quantitative economics : QE ; journal of the Econometric Society
12
International journal of logistics systems and management
11
International journal of production research
11
Discussion paper / Tinbergen Institute
10
PharmacoEconomics
10
Applied economics
9
IZA Discussion Papers
9
Omega : the international journal of management science
9
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of services and operations management
8
Mathematics of operations research
8
PROYECCIONES FINANCIERAS Y VALORACION
8
Applied economics letters
7
Computational economics
7
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
7
Economics letters
7
Energy economics
7
International journal of productivity and quality management : IJPQM
7
Journal of Artificial Societies and Social Simulation
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Operations research
7
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
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
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:
4
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:
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->