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2020

van Ackooij, Wim ; Escobar, Debora Daniela ; Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. (2020) Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Open Access Computational Management Science : CMS Berlin ; Heidelberg 17 3 357-385 [Article]
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Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. (2020) Multiscale stochastic optimization: modeling aspects and scenario generation. Open Access Computational Optimization and Applications New York, NY [u.a.] 75 1 1-34 [Article]
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2019

Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. ; Pichler, Alois (2019) Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Open Access Mathematical Programming : Series B Berlin ; Heidelberg 174 1/2 499-524 [Article]
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This list was created automatically on Sat Apr 13 05:22:38 2024 CEST