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A dynamic programming approach for pricing weather derivatives under issuer default risk
Härdle, Wolfgang, (2017)
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle, (2018)
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana, (2022)
Produktivitätsschocks und dynamische Optimierung
Broll, Udo, (2005)
Export production under exchange rate uncertainty
Broll, Udo, (2008)
Exportflexibilität und Wechselkursrisiko
Broll, Udo, (2006)