//--> //--> //-->
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
~person:"Volk-Makarewicz, Warren"
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
Sensitivity analysis
3
Sensitivitätsanalyse
3
measure-valued differentiation
3
options
3
quantile
3
sensitivity analysis
3
Monte-Carlo simulation
2
Option pricing theory
2
Optionspreistheorie
2
Regression analysis
2
Regressionsanalyse
2
Theorie
2
Variance-Gamma process
2
multi-asset option
2
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Parisian Option
1
Regression
1
Simulation
1
Smoothed perturbation analysis
1
Theory
1
multiasset option
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
4
Article
1
Type of publication (narrower categories)
All
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Undetermined
1
Author
All
Volk-Makarewicz, Warren
Borgonovo, Emanuele
27
Sturm, Jan-Egbert
15
Bonhomme, Stéphane
12
Chen, Siyan
12
Desiderio, Saul
12
Magni, Carlo Alberto
12
Weidner, Martin
12
Kleijnen, Jack P. C.
11
Kleijnen, Jack P.C.
11
Heidergott, Bernd
10
Mendoza, Enrique G.
10
Polasek, Wolfgang
10
Goerigk, Marc
9
Magnus, Jan R.
9
Marchioni, Andrea
9
Zhu, Dan
9
Ashley, Richard A.
8
Caliendo, Marco
8
Lamla, Michael
8
Tsanakas, Andreas
8
Basu, Deepankar
7
Dawkins, Christina
7
Durdu, Ceyhun Bora
7
Feldkircher, Martin
7
Poirier, Alexandre
7
Scaillet, Olivier
7
Becker, Sascha O.
6
Chakravarti, Nilotpal
6
Giacomini, Raffaella
6
Haan, Jakob de
6
Heijungs, Reinout
6
Joshi, Mark S.
6
Kitagawa, Toru
6
Kiviet, J. F.
6
Manganelli, Simone
6
Masten, Matthew A.
6
Millossovich, Pietro
6
Minoiu, Camelia
6
Parmeter, Christopher F.
6
Shubik, Martin
6
more ...
less ...
Institution
All
Tinbergen Instituut
1
Published in...
All
Discussion paper / Tinbergen Institute
1
Mathematics of operations research
1
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Source
All
ECONIS (ZBW)
3
EconStor
1
RePEc
1
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
Saved in:
2
A Measure-Valued Differentiation Approach to
Sensitivity
Analysis
of Quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
-
Tinbergen Instituut
-
2013
to the parameter of interest. Specifically, we perform a
sensitivity
analysis
of the quantile of the value of a multi …
Persistent link: https://www.econbiz.de/10011257156
Saved in:
3
A Measure-Valued Differentiation Approach to
Sensitivity
Analysis
of Quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
-
2013
to the parameter of interest. Specifically, we perform a
sensitivity
analysis
of the quantile of the value of a multi …
Persistent link: https://www.econbiz.de/10010326413
Saved in:
4
A measure-valued differentiation approach to
sensitivity
analysis
of quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
-
2013
Persistent link: https://www.econbiz.de/10010191394
Saved in:
5
A smoothed perturbation analysis approach to parisian options
Heidergott, Bernd
;
Leahu, Haralambie
;
Volk-Makarewicz, …
-
2013
Persistent link: https://www.econbiz.de/10010246258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->