Browsing by Author Hinz, J

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Showing results 1 to 16 of 16
Issue DateTitleAuthor(s)
1-Jun-2017An Algorithmic Approach to Optimal Asset Liquidation ProblemsHinz, J; Yee, J
11-Mar-2016Algorithmic solutions for optimal switching problemsHinz, J; Yee, J
2016Algorithms for optimal control of stochastic switching systemsHinz, J; Yap, N
1-Jan-2016Algorithms for optimal control of stochastic switching systemsHinz, J; Yap, N
1-Jan-2011Jump-diffusion modeling in emission marketsBorovkov, K; Decrouez, G; Hinz, J
25-Nov-2010Market design for emission trading schemesCarmona, R; Fehr, M; Hinz, J; Porchet, A
Jan-2010On fair pricing of emission-related derivativesHinz, J; Novikov, A
1-Nov-2010On fair pricing of emission-related derivativesHinz, J; Novikov, A
1-Oct-2018Optimal forward trading and battery control under renewable electricity generationHinz, J; Yee, J
5-Aug-2009Optimal stochastic control and carbon price formationCarmona, R; Fehr, M; Hinz, J
Dec-2018rcss: R package for optimal convex stochastic switchingHinz, J; Yee, J
16-Dec-2009Risk management in power markets: The Hedging value of production flexibilityDoege, J; Fehr, M; Hinz, J; Lüthi, HJ; Wilhelm, M
1-Aug-2011Risk-neutral models for emission allowance prices and option valuationCarmona, R; Hinz, J
11-Mar-2016Solving control problems with linear state dynamics - A practical user guideHinz, J; Yee, J
4-Mar-2017Stochastic switching for partially observable dynamics and optimal asset allocationHinz, J; Yee, J
1-Dec-2010Storage costs in commodity option pricingHinz, J; Fehr, M