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Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling

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Time-inconsistent multistage stochastic programs : martingale bounds

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Systemic risk and copula models

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Editorial: emerging and innovative OR applications : a special issue in honor of Walter J. Gutjahr

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Incorporating model uncertainty into optimal insurance contract design

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Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence

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Numerical modeling of dependent credit rating transitions with asynchronously moving industries

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Handbook of Risk Management in Energy Production and Trading

Kovacevic, Raimund - 2013

Energy Markets -- Introduction to Price Models for Energy -- Price Dynamics in Electricity Markets -- Price-Driven Hydropower Dispatch Under Uncertainty -- On Cutting Plane Algorithms and Dynamic Programming for Hydroelectricity Generation -- Medium-Term Operational Planning for Hydrothermal...

Persistent link: https://www.econbiz.de/10012227593