Financial hedging of operational flexibility

von Ludkovski, Michael
Veröffentlicht in International journal of theoretical and applied finance (2008)

Monte Carlo methods for adaptive disorder problems

von Ludkovski, Michael
Veröffentlicht in Numerical methods in finance (2012)

Optimal trade execution in illiquid markets

von Bayraktar, Erhan
Veröffentlicht in Mathematical finance (2011)

Inventory management with partially observed nonstationary demand

von Bayraktar, Erhan
Veröffentlicht in Annals of operations research (2010)

Liquidation in limit order books with controlled intensity

von Bayraktar, Erhan
Veröffentlicht in Mathematical finance (2014)

Pricing asset scheduling flexibility using optimal switching

von Carmona, René
Veröffentlicht in Applied mathematical finance (2008)

European option pricing with liquidity shocks

von Ludkovski, Michael
Veröffentlicht in International journal of theoretical and applied finance (2013)

Probabilistic bisection with spatial metamodels

von Rodriguez, Sergio
Veröffentlicht in European journal of operational research (2020)

Ex post moral hazard and Bayesian learning in insurance

von Ludkovski, Michael
Veröffentlicht in The journal of risk and insurance (2010)

Optimal risk sharing under distorted probabilities

von Ludkovski, Michael
Veröffentlicht in Mathematics and financial economics (2009)

Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates

von Ludkovski, Michael
Veröffentlicht in Insurance / Mathematics & economics (2008)

Technology ladders and R&D in dynamic Cournot markets

von Ludkovski, Michael
Veröffentlicht in Journal of economic dynamics & control (2016)

Capacity expansion games with application to competition in power generation investments

von Aïd, René
Veröffentlicht in Journal of economic dynamics & control (2017)

Dynamic contagion in a banking system with births and defaults

von Ichiba, Tomoyuki
Veröffentlicht in Annals of finance (2019)

Statistical learning for probability-constrained stochastic optimal control

von Balata, Alessandro
Veröffentlicht in European journal of operational research (2021)

Commodities, energy and environmental finance

Veröffentlicht 2015