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Zagst, R.
Learning Effects in Economic Models Under Uncertainty
Methods and Models of Operations Research
1990
63
115-118
Rieder, U.; Zagst, R.
Monotonocity and Bounds for Convex Stochastic Control Models
ZOR - Methods and Models of Operations Research
1994
39
2
187-207
Zagst, R.
The Effect of Information in Separable Bayesian Semi-Markov Control Models and its Application to Investment Planning
Mathematical Methods of Operations Research
1995
41
3
277-288
Nonnenmacher, D., F., J.; Zagst, R.
A New Form of Jensen's Inequality and its Application to Statistical Experiments
Journal of the Australian Mathematical Society, Series B
1995
36
4
389-398
Kallsen, J.; Taqqu, M.
Option Pricing in ARCH-type Models: with Detailed Proofs
Technical Report No. 10, Freiburger Zentrum für Datenanalyse und Modellbildung, Universität Freiburg i. Br. / Mathematical Finance
1995
8
1
13-26
Zagst, R.; Hermann, F.; Schmid, W.
Univariate und bivariate GARCH-Modelle zur Schätzung des Beta-Faktors
Finanzmarkt und Portfolio Management
1996
10
1
45-52
Zagst, R.; Kehrbaum, J.
Downside Up: Optimierung komplexer Zinsportfolios bei beschränktem Verlustpotential
Solutions
1997
1
3/4
13-22
Zagst, R.; Gopalan, G.; Schmid, W.
Estimation of the Term Structure and its Application to Risk Management
Discussion Paper No. 103, Europa-Universität VIADRINA, Frankfurt (Oder), Fakultät für Wirtschaftswissenschaften
1997
-
Zagst, R.
Value at Risk (VaR): Viele Wege führen ans Ziel. Teil 2: Methoden mit approximativer Bewertung
Solutions
1997
1
2
13-21
Zagst, R.; Kehrbaum, J.
Value at Risk (VaR): Viele Wege führen ans Ziel. Teil 1: Methoden mit vollständiger Bewertung
Solutions
1997
1
1
11-16
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