{"id":"https://openalex.org/W2280868259","doi":"https://doi.org/10.1007/s00780-018-0370-x","title":"Sensitivity analysis of long-term cash flows","display_name":"Sensitivity analysis of long-term cash flows","publication_year":2018,"publication_date":"2018-09-07","ids":{"openalex":"https://openalex.org/W2280868259","doi":"https://doi.org/10.1007/s00780-018-0370-x","mag":"2280868259"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-018-0370-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-018-0370-x","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1511.03744","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037337090","display_name":"Hyungbin Park","orcid":null},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]},{"id":"https://openalex.org/I4210158432","display_name":"National Institute for Mathematical Sciences","ror":"https://ror.org/04n7py080","country_code":"KR","type":"education","lineage":["https://openalex.org/I4210158432"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Hyungbin Park","raw_affiliation_strings":["Department of Mathematical Sciences, Seoul National University, 1, Gwanak-ro, Gwanak-gu, Seoul, Republic of Korea","Department of Mathematical Sciences, Seoul National University, Seoul, Republic Of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Seoul National University, 1, Gwanak-ro, Gwanak-gu, Seoul, Republic of Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Department of Mathematical Sciences, Seoul National University, Seoul, Republic Of Korea","institution_ids":["https://openalex.org/I4210158432","https://openalex.org/I139264467"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5037337090"],"corresponding_institution_ids":["https://openalex.org/I139264467","https://openalex.org/I4210158432"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.0075188,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"22","issue":"4","first_page":"773","last_page":"825"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9609000086784363,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9124000072479248,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.5965403318405151},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.5757879018783569},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.5549392104148865},{"id":"https://openalex.org/keywords/cash-flow","display_name":"Cash flow","score":0.5051632523536682},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4192640781402588},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3540419340133667},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.33138126134872437},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30058538913726807},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.23405426740646362},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12584719061851501},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.12382179498672485},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07332810759544373}],"concepts":[{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.5965403318405151},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.5757879018783569},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.5549392104148865},{"id":"https://openalex.org/C163428354","wikidata":"https://www.wikidata.org/wiki/Q1047513","display_name":"Cash flow","level":2,"score":0.5051632523536682},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4192640781402588},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3540419340133667},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33138126134872437},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30058538913726807},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.23405426740646362},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12584719061851501},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.12382179498672485},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07332810759544373},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s00780-018-0370-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-018-0370-x","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1511.03744","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1511.03744","pdf_url":"https://arxiv.org/pdf/1511.03744","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},{"id":"pmh:oai:RePEc:arx:papers:1511.03744","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:spr:finsto:v:22:y:2018:i:4:d:10.1007_s00780-018-0370-x","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00780-018-0370-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"doi:10.48550/arxiv.1511.03744","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1511.03744","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1511.03744","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1511.03744","pdf_url":"https://arxiv.org/pdf/1511.03744","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"sustainable_development_goals":[{"score":0.41999998688697815,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W40754891","https://openalex.org/W1495300906","https://openalex.org/W1540817759","https://openalex.org/W1554577510","https://openalex.org/W1580233720","https://openalex.org/W1896334271","https://openalex.org/W1950505225","https://openalex.org/W1980372135","https://openalex.org/W1989329198","https://openalex.org/W2013033162","https://openalex.org/W2021290840","https://openalex.org/W2032733248","https://openalex.org/W2057372469","https://openalex.org/W2064599895","https://openalex.org/W2076037605","https://openalex.org/W2095791684","https://openalex.org/W2101346572","https://openalex.org/W2109239475","https://openalex.org/W2142060207","https://openalex.org/W2143475728","https://openalex.org/W2148995834","https://openalex.org/W2151832703","https://openalex.org/W2160113045","https://openalex.org/W2161177823","https://openalex.org/W2168153404","https://openalex.org/W2169581450","https://openalex.org/W2419409580","https://openalex.org/W2488293603","https://openalex.org/W2576386146","https://openalex.org/W2606569962","https://openalex.org/W2889756375","https://openalex.org/W3122200511","https://openalex.org/W3122250919","https://openalex.org/W3122627125","https://openalex.org/W3123901598","https://openalex.org/W3124583329","https://openalex.org/W3125066934","https://openalex.org/W3125426336","https://openalex.org/W3125651725","https://openalex.org/W3125868174","https://openalex.org/W3186605155","https://openalex.org/W4301088890"],"related_works":["https://openalex.org/W3125915999","https://openalex.org/W1904621318","https://openalex.org/W3125527597","https://openalex.org/W1607138569","https://openalex.org/W1496601768","https://openalex.org/W2225685504","https://openalex.org/W3136896371","https://openalex.org/W2059873781","https://openalex.org/W1965341502","https://openalex.org/W1967027822","https://openalex.org/W3122299678","https://openalex.org/W2610894020","https://openalex.org/W3124856692","https://openalex.org/W2951325309","https://openalex.org/W101631607","https://openalex.org/W3125593925","https://openalex.org/W1708224684","https://openalex.org/W3135460513","https://openalex.org/W1557975095","https://openalex.org/W3121771797"],"abstract_inverted_index":null,"counts_by_year":[{"year":2016,"cited_by_count":1}],"updated_date":"2026-07-01T08:55:40.977307","created_date":"2025-10-10T00:00:00"}