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Mai, Jan-Frederik; Scherer, Matthias
On the structure of exchangeable extreme-value copulas
Working Paper
2019
Ramsauer, F.; Min, A.; Lingauer, M.
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Econometrics
2019
Andreas S. Schulz, Rajan Udwani
Robust appointment scheduling with heterogeneous costs
Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques
2019
Giannakopoulos, Yiannis;Poças, Diogo;Tsigonias-Dimitriadis, Alexandros
Robust Revenue Maximization Under Minimal Statistical Information
CoRR
2019
abs/1907.04220
July
Schlick, O.; Wahl, M., Zagst, R.
Finanzmathematische Frühwarnsysteme in der Aktienallokation institutioneller Anleger
Absolut spezial
2019
Juli
52-63
Schlick, O.; Wahl, M., Zagst, R.
To see or not to see: Können finanzmathematische Modell in die Zukunft sehen?
BAI Newsletter
2018
BAI Finanzmathematische Frühwarnsysteme in der Aktienallokation institutioneller Anleger.
II
19-25
Antonin, Carina (FIM)
Approximation of the Loss Distribution for a Generalized Multi-Period Credit Risk Model
Masterarbeit
2019
Miao, Xinyue
A comparison of liquidity proxies for the German stock market
2019
Walther, Max (FIM)
Timing an sizing of residential PV in New South Wales with a real option approach
2019
Qi, Mingxin
Risk free interest rate implied from put-call parity relationship for German market
Masterarbeit
2019
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