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Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
Kopa, Miloš
;
Šmíd, Martin
- In:
Operations research letters
51
(
2023
)
2
,
pp. 133-136
Persistent link: https://www.econbiz.de/10014311835
Saved in:
2
Multi-period structural model of a mortgage portfolio with cointegrated factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
66
(
2016
)
6
,
pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
Saved in:
3
Mean-risk optimal decision of a steel company under emission control
Zapletal, František
;
Šmíd, Martin
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
2
,
pp. 435-454
Persistent link: https://www.econbiz.de/10011666119
Saved in:
4
Dynamic multi-factor credit risk model with fat-tailed factors
Gapko, Petr
;
Šmíd, Martin
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10009740502
Saved in:
5
Modeling a distribution of mortgage credit losses
Gapko, Petr
;
Šmíd, Martin
- In:
Ekonomický časopis : časopis pre ekonomickú …
60
(
2012
)
10
,
pp. 1005-1023
Persistent link: https://www.econbiz.de/10010372802
Saved in:
6
The expected loss in the discretization of multistage stochastic programming problems : estimation and convergence rate
Šmíd, Martin
-
2009
Persistent link: https://www.econbiz.de/10003811659
Saved in:
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