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Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger - 2004
Persistent link: https://www.econbiz.de/10002018962
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Finite mathematical structures
Kemeny, John G.; Mirkil, Hazleton; Snell, J. Laurie; … - 1960 - 2. print
Persistent link: https://www.econbiz.de/10002834309
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Stochastic programming
Kolbin, Vjačeslav V. - 1977
Persistent link: https://www.econbiz.de/10000003672
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Stochastic modeling and optimization : with applications in queues, finance, and supply chains
Yao, David D. (contributor); Zhang, Hanqin (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001692168
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Stochastic optimization in continuous time
Chang, Fwu-ranq - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001792160
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Tenth International Conference on Stochastic Programming
Higle, Julia L. (contributor) - International Conference on Stochastic Programming <10, … - 2010
Persistent link: https://www.econbiz.de/10003983861
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Endogenous grids in higher dimensions : delaunay interpolation and hybrid methods
Ludwig, Alexander; Schön, Matthias - 2013
Persistent link: https://www.econbiz.de/10010187593
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Stochastic Optimization Methods
Marti, Kurt (contributor) - 2008
Persistent link: https://www.econbiz.de/10013520961
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Stochastic Optimization Methods
Marti, Kurt (contributor) - 2005
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data,...
Persistent link: https://www.econbiz.de/10014014008