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1
Maximum-loss, minimum-win and the Esscher pricing principle
Kovacevic, Raimund
- In:
IMA journal of management mathematics
23
(
2012
)
4
,
pp. 325-339
Persistent link: https://www.econbiz.de/10010127520
Saved in:
2
Valuation and pricing of electricity delivery contracts : the producer's view
Kovacevic, Raimund
-
2019
Persistent link: https://www.econbiz.de/10012008596
Saved in:
3
Stochastic contagion models without immunity : their long term behaviour and the optimal level of treatment
Kovacevic, Raimund
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 395-421
Persistent link: https://www.econbiz.de/10011866126
Saved in:
4
Arbitrage conditions for electricity markets with production and storage
Kovacevic, Raimund
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 671-696
Persistent link: https://www.econbiz.de/10012126683
Saved in:
5
Anwendungen der Zinsstrukturkurve bei Bewertungen von Sozialkapital nach internationalen Standards
Brandner, Stefan
;
Kovacevic, Raimund
- In:
RWZ aktuell : Recht & Rechnungswesen
17
(
2007
)
4
,
pp. 106-110
Persistent link: https://www.econbiz.de/10003456915
Saved in:
6
The 1/N investment strategy is optimal under high model ambiguity
Pflug, Georg
;
Pichler, Alois
;
Wozabal, David
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 410-417
Persistent link: https://www.econbiz.de/10009511313
Saved in:
7
Does insurance help to escape the poverty trap? : a ruin theoretic approach
Kovacevic, Raimund
;
Pflug, Georg
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
4
,
pp. 1003-1027
Persistent link: https://www.econbiz.de/10009407878
Saved in:
8
Medium-term planning for thermal electricity production
Kovacevic, Raimund
;
Paraschiv, Florentina
- In:
OR spectrum : quantitative approaches in management
36
(
2014
)
3
,
pp. 723-759
Persistent link: https://www.econbiz.de/10010375217
Saved in:
9
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
Saved in:
10
Are time consistent valuations information monotone?
Kovacevic, Raimund
;
Pflug, Georg
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363963
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