Publikationsverzeichnis 2006 - Alexandria - Universität St.Gallen

Institut für Operations Research und Computational Finance (ior/cf-HSG)
Daniel Kuhn
Artikel (wissenschaftliche Zeitschrift)
Kuhn, Daniel: Convergent Bounds for Stochastic Programs with Expected Value Constraints. In:
The Stochastic Programming E-Print Series (SPEPS) (2006), Nr. 22, S. 34.
Arbeitspapier
Kuhn, Daniel ; Luenberger, David G.: Analysis of the Rebalancing Frequency in Log-Optimal
Portfolio Selection, 2006.
Haarbrücker, Gido ; Kuhn, Daniel ; ior/cf-HSG (Hrsg.): Valuation of Electricity Swing Options by
Multistage Stochastic Programming, 2006.
Alvin Schwendener
147