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Institute for Operations Research and Computational Finance (ior/cf-HSG)

title authors / eds. year type  
 
A Coherent Spot/Forward Price Model with Regime-Switching Lea Bloechlinger 2007 book chapter
   
A Stochastic Optimization Model for the Investment of... Bruce Forrest, K... 1997 conference paper
   
A Stochastic Programming Approach for QoS-Aware Servi... Wolfram Wieseman... 2008 conference paper
   
Adjustment Policy of Deposit Rates in the Case of Swi... Florentina Paraschiv 2013 journal paper
   
Aggregation and discretization in multistage stochast... Daniel Kuhn 2008 journal paper
   
Aggregation and Discretization in Multistage Stochast... Daniel Kuhn 2006 journal paper
   
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2009 journal paper
   
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2007 working paper
   
Analysis of the rebalancing frequency in log-optimal ... Daniel Kuhn, Dav... 2010 journal paper
   
Analysis of the Rebalancing Frequency in Log-Optimal ... Daniel Kuhn, Dav... 2006 working paper
   
Approximations of Profit-and-Loss Distributions (A Nu... Karl Frauendorfe... 1995 working report
   
Approximations of Profit-and-Loss Distributions (Mana... Karl Frauendorfe... 1997 working paper
   
Approximations of Profit-and-Loss Distributions (Part II) Karl Frauendorfe... 1997 working report
   
Asset & Liability Management Karl Frauendorfer 1997 journal paper
   
Barycentric Approximation of Stochastic Interest Rate... Karl Frauendorfe... 1998 book chapter
   
Barycentric Bounds in Stochastic Programming Karl Frauendorfe... 2011 book chapter
   
Barycentric Scenario Trees in Convex Multistage Stoch... Karl Frauendorfer 1996 journal paper
   
Bestandesmanagement in Distributionssystemen mit deze... Christoph Wahl 1999 thesis
   
 
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