Narrow search
Showing 1 - 5 of 5
Cover Image
Modeling financial reinsurance in the casualty insurance business via stochastic programming
Lange, Petter E. de; Fleten, Stein-Erik; Gaivoronski, … - In: Journal of economic dynamics & control 28 (2004) 5, pp. 991-1012
Persistent link: https://www.econbiz.de/10001856046
Cover Image
Stochastic short-term hydropower planning with inflow scenario trees
Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1156-1168
Persistent link: https://www.econbiz.de/10011696343
Cover Image
Mature offshore oil field development : solving a real options problem using stochastic dual dynamic integer programming
Bakker, Steffen J.; Kleiven, Andreas; Fleten, Stein-Erik; … - In: Computers & operations research : and their … 136 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012629573
Cover Image
Structural estimation of switching costs for peaking power plants
Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10012239464
Cover Image
Dynamic hedging for the real option management of hydropower production with exchange rate risks
Dimoski, Joakim; Fleten, Stein-Erik; Löhndorf, Nils; … - In: OR spectrum : quantitative approaches in management 45 (2023) 2, pp. 525-554
Persistent link: https://www.econbiz.de/10014326903