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Electricity swing options : behavioral models and pricing
Pflug, Georg; Broussev, Nikola - In: European journal of operational research : EJOR 197 (2009) 3, pp. 1041-1050
Persistent link: https://www.econbiz.de/10003839282
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Electricity swing option pricing by stochastic bilevel optimization : a survey and new approaches
Kovacevic, Raimund; Pflug, Georg - In: European journal of operational research : EJOR 237 (2014) 2, pp. 389-403
Persistent link: https://www.econbiz.de/10010380026
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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.; Gabl, Markus; Maggioni, Francesca; … - In: European journal of operational research : EJOR 299 (2022) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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Thirteenth EURO Summer Institute: Stochastic Optimization
Pflug, Georg (contributor) - Summer Institute: Stochastic Optimization <13, 1996, … - In: European journal of operational research : EJOR 101,2 : Feature issue (1997)
Persistent link: https://www.econbiz.de/10004327959
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Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689