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Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân; Rustem, Berç; Settergren, Reuben - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
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Multistage stochastic programming in computational finance
Gulpinar, Nalan; Rustem, Berç; Settergren, Reuben - In: Computational methods in decision-making, economics and …, (pp. 35-47). 2010
Persistent link: https://www.econbiz.de/10009153100
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Stochastic optimization and worst-case analysis in monetary policy design
Rustem, Berç (contributor); Wieland, Volker (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003351538
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Stochastic optimization and worst-case analysis in monetary policy design
Žaković, Stan; Wieland, Volker; Rustem, Berç - In: Computational economics 30 (2007) 4, pp. 329-347
Persistent link: https://www.econbiz.de/10003582865
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A general framework for multistage mean-variance post-tax optimization
Osorio, Maria A.; Gülpınar, Nalân; Rustem, Berç - 2008
Persistent link: https://www.econbiz.de/10003665053
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Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel; Parpas, Panos; Rustem, Berç - In: Computational methods in financial engineering : essays …, (pp. 3-26). 2008
Persistent link: https://www.econbiz.de/10003669410
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Stochastic optimization and worst case analysis in monetary policy design
Žaković, Stan - 2005
Persistent link: https://www.econbiz.de/10013424606