Afhami, B., M. Rezapour, M. Madadi, and V. Maroufy. “On Sensitivity for Portfolio Optimisation Based on a High-Dimensional Jump-Diffusion Merton Model”. Statistics, Optimization & Information Computing, Vol. 10, no. 3, June 2022, pp. 983-97, doi:10.19139/soic-2310-5070-1564.