University of St.Gallen
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Institute for Operations Research and Computational Finance (ior/cf-HSG)

title authors / eds. year type  
 
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
   
BIT@EPI.VPP: A Software Package for the Valuation of ... Lea Bloechlinger... 2007 working paper
   
BIT@EPI.VPP: A Software Package for the Valuation of ... Lea Bloechlinger... 2007 working paper
   
BIT@EPI.HYDRO: A Software Tool for the Optimization o... Lea Bloechlinger... 2007 working paper
   
Calibration of the Pilipovic Dynamics (Management Summary) Lea Bloechlinger 2007 working paper
   
A Coherent Spot/Forward Price Model with Regime-Switching Lea Bloechlinger 2007 book chapter
   
Predictability of Hematopoitetic Stem Cell Transplant... Alois Gratwohl, ... 2007 journal paper
   
Regime Switching based Portfolio Selection for Pensio... Karl Frauendorfe... 2007 journal paper
   
Szenariogenerierung in der mehrstufigen stochastische... Massimo Cutaia 2007 thesis
   
Risk Measurement in Electricity Markets Karl Frauendorfe... 2007 working paper
   
Dynamic modelling and optimization of non-maturing ac... Karl Frauendorfe... 2007 book chapter
   
Regime-Switching-Modell für die Schätzung von Marktdy... Alvin Schwendener 2006 discussion paper
   
Analysis of the Rebalancing Frequency in Log-Optimal ... Daniel Kuhn, Dav... 2006 working paper
   
Convergent Bounds for Stochastic Programs with Expect... Daniel Kuhn 2006 journal paper
   
 
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