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

title authors / eds. year type  
 
Modeling client rate and volumes of non-maturing accounts Florentina Paras... 2010 working paper
   
Maximizing the net present value of a project under u... Wolfram Wieseman... 2010 journal paper
   
Analysis of the rebalancing frequency in log-optimal ... Daniel Kuhn, Dav... 2010 journal paper
   
Modeling client rate and volumes of non-maturing savi... Florentina Paraschiv 2009 presentation
   
Rapid Design Space visualisation through hardware/sof... Simon A. Spacey,... 2009 conference paper
   
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 Frauendorfer 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
   
 
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