STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION
Dondi, Gabriel, Herzog, Florian, Geering, Hans P
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.03.2007)
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.03.2007)
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Journal Article
Making real options work for practitioners: a generic model for valuing R&D projects
Schneider, Malte, Tejeda, Mauricio, Dondi, Gabriel, Herzog, Florian, Keel, Simon, Geering, Hans
Published in R & D management (01.01.2008)
Published in R & D management (01.01.2008)
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Journal Article
Solving ALM problems via sequential stochastic programming
Herzog, Florian, Dondi, Gabriel, Keel, Simon, Schumani, Lorenz M., Geering, Hans P.
Published in Quantitative finance (01.04.2007)
Published in Quantitative finance (01.04.2007)
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Journal Article
Model predictive control for portfolio selection
Herzog, F., Keel, S., Dondi, G., Schumann, L.M., Geering, H.P.
Published in 2006 American Control Conference (2006)
Published in 2006 American Control Conference (2006)
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