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Sensitivity analysis of long-term cash flows
Park, Hyungbin
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 773-825
Persistent link: https://www.econbiz.de/10011946563
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Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition
Park, Hyungbin
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10013167688
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Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities
Feinstein, Zachary
;
Pang, Weijie
;
Rudloff, Birgit
; …
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2017
Persistent link: https://www.econbiz.de/10011708539
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