Warren Volk-Makarewicz

Available identifiers

zbMath Open volk-makarewicz.warren-mMaRDI QIDQ896492

List of research outcomes

Publication	Date of Publication	Type
Assessing the impact of jumps in an option pricing model: a gradient estimation approach	2022-02-22	Paper
A Smoothed Perturbation Analysis of Parisian Options	2017-05-16	Paper
A measure-valued differentiation approach to sensitivities of quantiles	2016-04-15	Paper
Sensitivity analysis of ranked data: from order statistics to quantiles	2015-12-09	Paper
Quantile Sensitivity Estimation	2009-12-09	Paper
Sensitivity estimation for Gaussian systems	2008-04-22	Paper

Research outcomes over time

This page was built for person: Warren Volk-Makarewicz