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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:
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
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:
5
Guest editorial to the featured cluster "advances in stochastic optimization"
Kovacevic, Raimund
;
Meloni, Carlo
;
Pacciarelli, Dario
; …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10012239461
Saved in:
6
Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov
Feichtinger, Gustav
(
ed.
);
Kovacevic, Raimund
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011861059
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
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
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
Medium-term planning for thermal electricity production
Kovacevic, Raimund
;
Paraschiv, Florentina
-
2012
Persistent link: https://www.econbiz.de/10010410083
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