List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Assessing the impact of jumps in an option pricing model: a gradient estimation approach European Journal of Operational Research | 2022-02-22 | Paper |
| A Smoothed Perturbation Analysis of Parisian Options IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
| A measure-valued differentiation approach to sensitivities of quantiles Mathematics of Operations Research | 2016-04-15 | Paper |
| Sensitivity analysis of ranked data: from order statistics to quantiles Discrete Event Dynamic Systems | 2015-12-09 | Paper |
| Quantile sensitivity estimation Lecture Notes in Computer Science | 2009-12-09 | Paper |
| Sensitivity estimation for Gaussian systems European Journal of Operational Research | 2008-04-22 | Paper |
Research outcomes over time
This page was built for person: Warren Volk-Makarewicz
