Details
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the 2013 Winter Simulation Conference - Simulation |
| Subtitle of host publication | Making Decisions in a Complex World, WSC 2013 |
| ISBN (electronic) | 978-1-4799-3950-3 |
| Publication status | Published - 2013 |
Publication series
| Name | Winter Simulation Conference proceedings |
|---|---|
| ISSN (Print) | 0891-7736 |
| ISSN (electronic) | 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).
Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. 2013. (Winter Simulation Conference proceedings).
Research output: Chapter in book/report/conference proceeding › Conference contribution › Research › peer 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
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