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SG-portfolio test problems for stochastic multistage linear programming
Frauendorfer, Karl (contributor) - In: Selected papers of the Symposium on Operations Research …, (pp. 102-107). 1996
Persistent link: https://www.econbiz.de/10001318177
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A stochastic optimization model for the investment of savings accoount deposits
Forrest, Bruce - In: Selected papers of the Symposium on Operations Research …, (pp. 382-387). 1998
Persistent link: https://www.econbiz.de/10001323308
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Linear duality, term structure, and valuation
Frauendorfer, Karl - In: Selected papers of the Symposium on Operations Research …, (pp. 13-18). 1998
Persistent link: https://www.econbiz.de/10001323348
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Barycentric bounds in stochastic programming : theory and application
Frauendorfer, Karl; Kuhn, Daniel; Schürle, Michael - In: Stochastic programming : the state of the art ; in …, (pp. 67-96). 2011
Persistent link: https://www.econbiz.de/10008798666
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Stochastic multistage programming in finance
Frauendorfer, Karl - In: Selected papers of the International Conference on …, (pp. 284-289). 1995
Persistent link: https://www.econbiz.de/10001315785
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Stochastic two-stage programming
Frauendorfer, Karl - 1992
Persistent link: https://www.econbiz.de/10013278150