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Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
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Confronting Model Misspecification in Finance : Tractable Collections of Scenario Probability Measures for Robust Financial Optimization Problems
Friedman, Craig A. - 2010
Despite the widespread realization that financial models for contingent claim pricing, asset allocation and risk …
Persistent link: https://www.econbiz.de/10013135127
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A robust desirability function method for multi-response surface optimization considering model uncertainty
He, Zhen; Zhu, Peng-fei; Park, Sung-hyun - In: European journal of operational research : EJOR 221 (2012) 1, pp. 241-247
Persistent link: https://www.econbiz.de/10009553073
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Review of mathematical models for production planning under uncertainty due to lack of homogeneity : proposal of a conceptual model
Mundi, Isabel; Alemany, M. M. E.; Poler, Raul; … - In: International journal of production research 57 (2019) 15/16, pp. 5239-5283
Persistent link: https://www.econbiz.de/10012193548
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Modelling farmers' behaviour toward risk in a large scale positive mathematical programming (PMP) model
Arribas, Iván; Louhichi, Kamel; Perni, Ángel; Vila, José - In: Advances in applied economic research : proceedings of …, (pp. 625-643). 2017
Persistent link: https://www.econbiz.de/10011745152
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Optimization-based calibration of simulation input models
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382
Persistent link: https://www.econbiz.de/10012107785
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Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker - In: Finance and stochastics 26 (2022) 3, pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
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Structure exploiting tool in algebraic modeling languages
Fragnière, Emmanuel (contributor) - 1997
Persistent link: https://www.econbiz.de/10000984340
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Estimation of constrained optimisation models for agricultural supply analysis based on generalised maximum entropy
Heckelei, Thomas; Wolff, Hendrik - In: European review of agricultural economics : ERAE 30 (2003) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10001763107
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Ansätze zur (Auf-) Lösung eines alten Methodenstreits : ökonometrische Spezifikation von Programmierungsmodellen zur Agrarangebotsanalyse
Heckelei, Thomas; Wolff, W. - In: Liberalisierung des Weltagrarhandels : Strategien und …, (pp. 377-387). 2002
Persistent link: https://www.econbiz.de/10001726782