Florian Herzog

MaRDI QIDQ2074668zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Constraints for twist-two alien operators in QCD Journal of High Energy Physics	2025-01-27	Paper
Cable tree wiring -- benchmarking solvers on a real-world scheduling problem with a variety of precedence constraints Constraints	2022-02-10	Paper
Probability-unbiased Value-at-Risk estimators Quantitative Finance	2014-01-17	Paper
Stochastic optimal control with applications in financial engineering Springer Optimization and Its Applications	2010-12-08	Paper
scientific article; zbMATH DE number 5589684 (Why is no real title available?)	2009-08-03	Paper
Proof of the convergence of the successive approximation algorithm for numerically solving the Hamilton-Jacobi-Bellman equation	2008-06-11	Paper
OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND International Journal of Theoretical and Applied Finance	2008-05-20	Paper
Solving ALM problems via sequential stochastic programming Quantitative Finance	2007-07-23	Paper
STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION International Journal of Theoretical and Applied Finance	2007-06-20	Paper

Research outcomes over time

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