AFHAMI, Bahareh; REZAPOUR, Mohsen; MADADI, Mohsen; MAROUFY, Vahed. On Sensitivity for Portfolio Optimisation Based on a High-dimensional Jump-diffusion Merton Model. Statistics, Optimization & Information Computing, [S. l.], v. 10, n. 3, p. 983–997, 2022. DOI: 10.19139/soic-2310-5070-1564. Disponível em: https://www.iapress.org/index.php/soic/article/view/1564. Acesso em: 30 apr. 2026.