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~subject:"Entscheidung unter Unsicherheit"
~subject:"Markov chain"
~subject:"Portfolio-Management"
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Search: person:"Pflug, Georg Ch"
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Entscheidung unter Unsicherheit
Markov chain
Portfolio-Management
Theorie
30
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30
Mathematical programming
18
Mathematische Optimierung
18
Stochastic process
11
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11
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9
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Entscheidung unter Risiko
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Option pricing theory
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Optionspreistheorie
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Pflug, Georg
15
Kaniovski, Yuri M.
3
Pichler, Alois
3
Boreiko, D. V.
2
Wozabal, David
2
Ackooij, Wim van
1
Analui, Bita
1
Birghila, Corina
1
Dempster, Michael A. H.
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European journal of operational research : EJOR
3
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Insurance / Mathematics & economics
2
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
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ECONIS (ZBW)
15
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1
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689
Saved in:
2
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
3
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Saved in:
4
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina
;
Pflug, Georg
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012105357
Saved in:
5
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
Saved in:
6
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Computational economics
49
(
2017
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
Saved in:
7
Incorporating model uncertainty into optimal insurance contract design
Pflug, Georg
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 68-74
Persistent link: https://www.econbiz.de/10011702048
Saved in:
8
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
9
Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10011694781
Saved in:
10
On distributionally robust multiperiod stochastic optimization
Analui, Bita
;
Pflug, Georg
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Saved in:
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