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Optimierung und ökonomische Analyse
Stahlecker, Peter; Hauenschild, Nils; Klintworth, Markus - 2003
Persistent link: https://www.econbiz.de/10001685646
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Option-based risk management of a bond portfolio under regime switching interest rates
Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10009729065
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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
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Measuring model risk in the European Energy Exchange
Gianfreda, Angelica; Scandolo, Giacomo - In: Handbook of recent advances in commodity and financial …, (pp. 89-110). 2018
Persistent link: https://www.econbiz.de/10011898620
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Green transport fleet renewal using approximate dynamic programming : a case study in German heavy-duty road transportation
Winkelmann, Jonas; Spinler, Stefan; Neukirchen, Thomas - In: Transportation research : an international journal 186 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015078507
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Two-stage stochastic, large-scale optimization of a decentralized energy system : a case study focusing on solar PV, heat pumps and storage in a residential quarter
Schwarz, Hannes; Bertsch, Valentin; Fichtner, Wolf - In: OR spectrum : quantitative approaches in management 40 (2018) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10011868877
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Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco - 1999
Persistent link: https://www.econbiz.de/10001374429
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Die Messung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - 2001
Persistent link: https://www.econbiz.de/10001662097
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Die Auswirkung von Schätz- und Datenunsicherheiten auf die Risikokennzahlen im Kreditrisiko
Fink, Stefan Konrad - 2011
Persistent link: https://www.econbiz.de/10009487509
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Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören - 2012
Persistent link: https://www.econbiz.de/10013360909