Ergebnisse zeigen, dass die betriebliche Entscheidung für eine naturschutzfachliche Optimierung abhängig ist von der …

We refine the discretization of G-expectation by Y. Dolinsky, M. Nutz, and M. Soner (Stochastic Processes and their … Applications, 122 (2012), 664-675), in order to obtain a discretization of sublinear expectation where the martingale laws are …

Using an Euler discretization to simulate a mean-reverting CEV process gives rise to the problem that while the process … itself is guaranteed to be nonnegative, the discretization is not. Although an exact and efficient simulation algorithm … discretization, one must carefully think about how to fix negative variances. Our contribution is threefold. Firstly, we unify all …

optimization models and solution techniques, leading to challenging optimization problems. The design goal is to find a topology …

is developed. The method is based on random discretization of the sample space and direct inversion of the discretized …

theoretically possible mean–variance pair, and different shapes. The basic tool is a simple mean-preserving discretization procedure …