| Volatility versus downside risk : performance protection in dynamic portfolio strategies
|
2019 |
Barro, Diana |
| The wait-and-judge scenario approach applied to antenna array design
|
2019 |
Carè, Algo |
| The value of the right distribution in stochastic programming with application to a Newsvendor problem
|
2019 |
Maggioni, Francesca |
| Calibration of one-factor and two-factor Hull-White models using swaptions
|
2019 |
Russo, Vincenzo |
| Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
|
2019 |
Hitaj, Asmerilda |
| Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
|
2019 |
Goudenege, Ludovic |
| Big data analytics : an aid to detection of non-technical losses in power utilities
|
2019 |
Micheli, Giovanni |
| Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
|
2019 |
Bomze, Immanuel M. |
| Robustness analysis of generalized Jackson network
|
2019 |
Berkhout, Joost |
| Multistage portfolio optimization with multivariate dominance constraints
|
2019 |
Petrová, Barbora |
| Optimal strategies with option compensation under mean reverting returns or volatilities
|
2019 |
Herzel, Stefano |
| Simulation and evaluation of the distribution of interest rate risk
|
2019 |
Hagenbjörk, Johan |
| B&B method for discrete partial order optimization
|
2019 |
Norkin, Vladimir I. |
| Large scale extreme risk assessment using copulas : an application to drought events under climate change for Austria
|
2019 |
Hochrainer-Stigler, Stefan |
| A simultaneous perturbation weak derivative estimator for stochastic neural networks
|
2019 |
Flynn, Thomas |
| Editorial: 14th International Conference on Computational Management Science
|
2019 |
Giacometti, Rosella |
| Observational data-based quality assessment of scenario generation for stochastic programs
|
2019 |
Ay, Didem Sarı |
| Exploring the dynamics of business survey data using Markov models
|
2019 |
Hölzl, Werner |
| Arbitrage conditions for electricity markets with production and storage
|
2019 |
Kovacevic, Raimund |
| Timing portfolio strategies with exponential Lévy processes
|
2019 |
Lozza, Sergio Ortobelli |
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