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

title authors / eds. year type  
 
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2009 journal paper
   
Convergent Bounds for Stochastic Programs with Expect... Daniel Kuhn 2009 journal paper
   
Dynamic Mean-Variance Portfolio Analysis under Model Risk Daniel Kuhn, Pan... 2009 journal paper
   
Valuation of electricity swing options by multistage ... Daniel Kuhn, Gid... 2009 journal paper
   
A Stochastic Programming Approach for QoS-Aware Servi... Wolfram Wieseman... 2008 conference paper
   
Stochastic optimization of investment planning proble... Daniel Kuhn, Pan... 2008 book chapter
   
Threshold Accepting Approach to Improve Bound-based A... Daniel Kuhn, Pan... 2008 book chapter
   
Aggregation and discretization in multistage stochast... Daniel Kuhn 2008 journal paper
   
Bound-Based Decision Rules in Multistage Stochastic P... Daniel Kuhn, Pan... 2008 journal paper
   
DEVA+ (Dynamic Expectation Variance Analysis), Produc... Karl Frauendorfer 2008 working report
   
Clean Valuation with Regard to EU Emission Trading Karl Frauendorfe... 2008 book chapter
   
Modeling Price Dynamics of Energy and Other Commoditi... Karl Frauendorfe... 2008 working report
   
Predictability of hematopoietic stem cell transplanta... Alois Gratwohl, ... 2007 journal paper
   
Hematopoietic stem cell transplants for chronic myelo... Alois Gratwohl, ... 2007 journal paper
   
Dynamic Mean-Variance Portfolio Analysis under Model Risk Daniel Kuhn, Pan... 2007 working paper
   
BIT@EPI.DYNAMICS: Estimation Procedures for the Price... Lea Bloechlinger 2007 working paper
   
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2007 working paper
   
Valuation and Bidding of Hydro Power Plants in the EEX Karl Frauendorfe... 2007 presentation
   
 
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