Stochastic root finding for optimized certainty equivalents

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Autoren

  • Anna-Maria Hamm
  • Thomas Salfeld
  • Stefan Weber
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Details

OriginalspracheEnglisch
Titel des SammelwerksProceedings of the 2013 Winter Simulation Conference - Simulation
UntertitelMaking Decisions in a Complex World, WSC 2013
ISBN (elektronisch)978-1-4799-3950-3
PublikationsstatusVeröffentlicht - 2013

Publikationsreihe

NameWinter Simulation Conference proceedings
ISSN (Print)0891-7736
ISSN (elektronisch)1558-4305

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Stochastic root finding for optimized certainty equivalents. / Hamm, Anna-Maria; Salfeld, Thomas; Weber, Stefan.
Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. 2013. (Winter Simulation Conference proceedings).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Hamm, A-M, Salfeld, T & Weber, S 2013, Stochastic root finding for optimized certainty equivalents. in Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. Winter Simulation Conference proceedings. https://doi.org/10.1109/WSC.2013.6721483
Hamm, A.-M., Salfeld, T., & Weber, S. (2013). Stochastic root finding for optimized certainty equivalents. In Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013 (Winter Simulation Conference proceedings). https://doi.org/10.1109/WSC.2013.6721483
Hamm AM, Salfeld T, Weber S. Stochastic root finding for optimized certainty equivalents. in Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. 2013. (Winter Simulation Conference proceedings). doi: 10.1109/WSC.2013.6721483
Hamm, Anna-Maria ; Salfeld, Thomas ; Weber, Stefan. / Stochastic root finding for optimized certainty equivalents. Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. 2013. (Winter Simulation Conference proceedings).
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