University of St.Gallen
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Institut für Operations Research und Computational Finance (ior/cf-HSG)

Titel Autoren / Hrsg. Jahr Typ  
 
Modeling the rigidity of client rate for non-maturing... Florentina Paraschiv 2010 Präsentation
   
Hematopoietic Stem Cell Transplantation: A Global Per... Alois Gratwohl, ... 2010 Artikel (wissens...
   
Changes in the use of hematopoietic stem cell transpl... Alois Gratwohl, ... 2010 Artikel (wissens...
   
Modeling client rate and volumes of non-maturing accounts Florentina Paras... 2010 Arbeitspapier
   
Maximizing the net present value of a project under u... Wolfram Wieseman... 2010 Artikel (wissens...
   
Analysis of the rebalancing frequency in log-optimal ... Daniel Kuhn, Dav... 2010 Artikel (wissens...
   
Modeling client rate and volumes of non-maturing savi... Florentina Paraschiv 2009 Präsentation
   
Rapid Design Space visualisation through hardware/sof... Simon A. Spacey,... 2009 Konferenzpapier
   
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2009 Artikel (wissens...
   
Convergent Bounds for Stochastic Programs with Expect... Daniel Kuhn 2009 Artikel (wissens...
   
Dynamic Mean-Variance Portfolio Analysis under Model Risk Daniel Kuhn, Pan... 2009 Artikel (wissens...
   
Valuation of electricity swing options by multistage ... Daniel Kuhn, Gid... 2009 Artikel (wissens...
   
A Stochastic Programming Approach for QoS-Aware Servi... Wolfram Wieseman... 2008 Konferenzpapier
   
Stochastic optimization of investment planning proble... Daniel Kuhn, Pan... 2008 Buchkapitel
   
Threshold Accepting Approach to Improve Bound-based A... Daniel Kuhn, Pan... 2008 Buchkapitel
   
Aggregation and discretization in multistage stochast... Daniel Kuhn 2008 Artikel (wissens...
   
Bound-Based Decision Rules in Multistage Stochastic P... Daniel Kuhn, Pan... 2008 Artikel (wissens...
   
DEVA+ (Dynamic Expectation Variance Analysis), Produc... Karl Frauendorfer 2008 Arbeitsbericht
   
 
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