| A measure-valued differentiation approach to sensitivities of quantiles B Heidergott, W Volk-Makarewicz Mathematics of Operations Research 41 (1), 293-317, 2016 | 32 | 2016 |
| Sensitivity estimation for Gaussian systems B Heidergott, FJ Vázquez-Abad, W Volk-Makarewicz European Journal of Operational Research 187 (1), 193-207, 2008 | 31 | 2008 |
| Assessing the impact of jumps in an option pricing model: A gradient estimation approach W Volk-Makarewicz, S Borovkova, B Heidergott European Journal of Operational Research 298 (2), 740-751, 2022 | 7 | 2022 |
| Gradient estimation for quantiles of stationary waiting times B Heidergott, W Volk-Makarewicz, F Vázquez-Abad IFAC Proceedings Volumes 43 (12), 241-246, 2010 | 5 | 2010 |
| Sensitivity analysis of ranked data: from order statistics to quantiles W Volk-Makarewicz, B Heidergott Discrete Event Dynamic Systems 25 (4), 453-495, 2015 | 4 | 2015 |
| A smoothed perturbation analysis of Parisian options B Heidergott, H Leahu, WM Volk-Makarewicz IEEE Transactions on Automatic Control 60 (2), 469-474, 2014 | 4 | 2014 |
| Sensitivity analysis of quantiles W Volk-Makarewicz, B Heidergott AEnorm 20, 26-31, 2012 | 4 | 2012 |
| Quantile sensitivity estimation B Heidergott, W Volk-Makarewicz International Conference on Network Control and Optimization, 16-29, 2009 | 4 | 2009 |
| Advances in Derivative Estimation:: Ranked Data, Quantiles, and Options WM Volk-Makarewicz | 3 | 2014 |
| A meta-algorithm for validating agent-based simulation models to support decision making W Volk-Makarewicz, C Cleophas 2017 Winter Simulation Conference (WSC), 1348-1359, 2017 | 2 | 2017 |
| A smoothed perturbation analysis approach to Parisian options B Heidergott, H Leahu, W Volk-Makarewicz Research Memorandum 2013, 36, 2013 | 1 | 2013 |
| Option sensitivities with respect to threshold region boundaries W Volk-Makarewicz, B Heidergott, H Leahu | | 2013 |
