The following pages link to Ralf Werner (Q906587):
Displayed 17 items.
- Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
- Cascading: An adjusted exchange method for robust conic programming (Q940832) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Membership testing for Bernoulli and tail-dependence matrices (Q1795588) (← links)
- On saddle points in nonconvex semi-infinite programming (Q1928307) (← links)
- On rates of convergence for sample average approximations in the almost sure sense and in mean (Q2118080) (← links)
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
- (Q2751486) (← links)
- A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (Q3111142) (← links)
- Robustness properties of mean-variance portfolios (Q3391894) (← links)
- Mathematical foundation of the replicating portfolio approach (Q4583616) (← links)
- Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization (Q4596248) (← links)
- Tight Semi-model-free Bounds on (Bilateral) CVA (Q4689903) (← links)
- Reassessing recovery rates – floating recoveries (Q5176297) (← links)
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
- On the effectiveness of primal and dual heuristics for the transportation problem (Q5234137) (← links)