SG-portfolio test problems for stochastic multistage linear programming

Veröffentlicht in Selected papers of the Symposium on Operations Research (SOR'95) (1996)

Stochastic two-stage programming

von Frauendorfer, Karl
Veröffentlicht 1992

Stochastic two-stage programming

von Frauendorfer, Karl
Veröffentlicht 1992

Stochastic two-stage programming

von Frauendorfer, Karl
Veröffentlicht 1992

Stochastic multistage programming in finance

von Frauendorfer, Karl
Veröffentlicht in Selected papers of the International Conference on Operations Research (1995)

Linear duality, term structure, and valuation

von Frauendorfer, Karl
Veröffentlicht in Selected papers of the Symposium on Operations Research (SOR'97) (1998)

Clean valuation with regard to EU emission trading

von Frauendorfer, Karl
Veröffentlicht in Optimization in the energy industry (2009)

A stochastic optimization model for the investment of savings accoount deposits

von Forrest, Bruce
Veröffentlicht in Selected papers of the Symposium on Operations Research (SOR'97) (1998)

Barycentric bounds in stochastic programming : theory and application

von Frauendorfer, Karl
Veröffentlicht in Stochastic programming (2011)

Regime switching based portfolio selection for pension funds

von Frauendorfer, Karl
Veröffentlicht in Journal of banking & finance (2007)

Optimization in planning and operation of electric power systems : lecture notes of the SVOR/ASRO Tutorial, Thun, Switzerland, October 14 - 16, 1992

Veröffentlicht 1993

Optimization in planning and operation of electric power systems : lecture notes of the SVOR/ASRO Tutorial, Thun, Switzerland, October 14 - 16, 1992

Veröffentlicht 1993