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DateTitle Authors
2009 Optimal stopping with dynamic variational preferencesEngelage, Daniel
2011 Minimal supersolutions of BSDEs with lower semicontinuous generationsHeyne, Gregor / Kupper, Michael / Mainberger, Christoph
2011 Optimal liquidation in dark poolsKratz, Peter / Schöneborn, Torsten
2013 A Real Option Perspective on Valuing Gas FieldsZhao, Lin / van Wijnbergen, Sweder
2000 Analytic Decision Rules for Financial Stochastic ProgramsSiegmann, Arjen H. / Lucas, André
2009 Gauging risk with higher moments: Handrails in measuring and optimising conditional value at riskBugár, Gyöngyi / Maurer, Raimond H. / Vo, Huy Thanh
2010 Optimal management with potential regime shiftsPolasky, Stephen / de Zeeuw, Aart / Wagener, Florian
2010 Differentiating indexation in Dutch pension fundsBeetsma, Roel M. W. J. / Bucciol, Alessandro
2012 Queueing systems with fractional number of serversNaumov, Valeriy / Martikainen, Olli
2011 Optimal resource allocation in multiclass networksNaumov, Valeriy / Martikainen, Olli

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