The following pages link to Martin Glanzer (Q1739047):
Displaying 4 items.
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- Correction to: ``Distributionally robust optimization with multiple time scales: valuation of a thermal power plant'' (Q2221474) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)