Rezapour, Mohsen, Department of Biostatistics & Data Science, School of Public Health, University of Texas Health Science Center at Houston (UTHealth), Houston, TX, 77030, United States

• Statistics, Optimization & Information Computing Vol 10 No 3 (2022) - Research Articles
  On Sensitivity for Portfolio Optimisation Based on a High-dimensional Jump-diffusion Merton Model
  Abstract  pdf