Afhami B, Rezapour M, Madadi M, Maroufy V. On Sensitivity for Portfolio Optimisation Based on a High-dimensional Jump-diffusion Merton Model. Stat., optim. inf. comput. [Internet]. 2022Jun.25 [cited 2024May1];10(3):983-97. Available from: http://iapress.org/index.php/soic/article/view/1564