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DateTitle Authors
2007 Portfolio Optimization in Electricity Trading with Limited LiquidityWeber, Christoph / Woll, Oliver
2009 Exercise strategies for American exotic options under ambiguityChudjakow, Tatjana / Vorbrink, Jörg
2007 Optimal stopping under ambiguityRiedel, Frank
2009 Foundations of continuous-time recrusive utility: Differentiability and normalization of certainty equivalentsKraft, Holger / Seifried, Frank Thomas
2001 Reducing the Dimensionality of Linear Quadratic Control ProblemsBalvers, Ronald J. / Mitchell, Douglas W.
2011 Dark clouds or silver linings? Knightian uncertainty and climate changeChen, Yu-fu / Funke, Michael / Glanemann, Nicole
2006 Approximate solutions to dynamic models: linear methodsUhlig, Harald
2008 Nonlinear modeling of target leverage with latent determinant variables: new evidence on the trade-off theorySabiwalsky, Ralf
2010 Union membership and employment dynamics: A noteDittrich, Marcus / Schirwitz, Beate
2014 Principal component analysis in an asymmetric normTran, Ngoc Mai / Osipenko, Maria / Härdle, Wolfgang Karl

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