Narrow search
Showing 1 - 4 of 4
Cover Image
On distributionally robust multiperiod stochastic optimization
Analui, Bita; Pflug, Georg - In: Computational Management Science : CMS 11 (2014) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Cover Image
Asymptotic distribution of law-invariant risk functionals
Pflug, Georg; Wozabal, Nancy - In: Finance and stochastics 14 (2010) 3, pp. 397-418
Persistent link: https://www.econbiz.de/10010216490
Cover Image
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van; Escobar, Debora Daniela; Glanzer, Martin - In: Computational management science 17 (2020) 3, pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Cover Image
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130