PUBLIKATIONEN

Pflug, Georg ; Boreiko, Dmitri ; Kaniovskyi, Yuriy. / Modeling Dependent Credit Rating Transitions: A Comparison of Coupling Schemes and Empirical Evidence. in: Central European Journal of Operations Research. 2016 ; Band 24, Nr. 4. S. 989-1007.

Gross, Peter ; Pflug, Georg. / Behavioral pricing of energy swing options by stochastic bilevel optimization. in: Energy Systems. 2016 ; Band 7, Nr. 4. S. 637–662.

Pflug, Georg ; Pichler, Alois. / Time Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals. in: Mathematics of Operations Research. 2016 ; Band 41, Nr. 2. S. 682-699.

Heidergott, Bernd ; Haralambie, Leahu ; Löpker, Andreas et al. / PERTURBATION ANALYSIS OF INHOMOGENEOUS FINITE MARKOV CHAINS. in: Advances of Applied Probability. 2016 ; Band 48, Nr. 1. S. 255-273.

Pflug, Georg ; Pichler, Alois. / Time-inconsistent multistage stochastic programs: martingale bounds. in: European Journal of Operational Research. 2016 ; Band 249, Nr. 1. S. 155-163.

Pflug, Georg ; Thoma, Philipp. / Efficient calculation of the Greeks for exponential Lévy processes : an application of measure valued differentiation. in: Quantitative Finance. 2016 ; Band 16, Nr. 2. S. 247-257.

Maggioni, Francesca ; Pflug, Georg. / Bounds and approximations for multistage stochastic programs. in: SIAM Journal on Optimization. 2016 ; Band 26, Nr. 1. S. 831–855.

Geiersbach, Caroline ; Tulzer, Gerhard ; Heitzinger, Clemens et al. / Finite Element Software for Julia. 2016.

Pflug, Georg ; Pichler, Alois. / From empirical observations to models for Stochastic Optimization: Convergence properties : CONVERGENCE PROPERTIES. in: SIAM Journal on Optimization. 2016 ; Band 26, Nr. 3. S. 1715-1740.

Hochrainer, Stefan ; Mochizuki, Junko ; Pflug, Georg. / Impacts of Global and Climate Change Uncertainties for Disaster Risk Projections: A Case Study on Rainfall-Induced Flood Risk in Bangladesh. in: Journal of Extreme Events. 2016 ; Band 3, Nr. 1.

Geiersbach, Caroline ; Heitzinger, Clemens ; Tulzer, Gerhard. / Optimal Approximation of the First-Order Corrector in Multiscale Stochastic Elliptic PDE. in: SIAM / ASA Journal on Uncertainty Quantification. 2016 ; Band 4, Nr. 1. S. 1246-1262.

Cebiroglu, Gökhan ; Pohl, Mathias. / The Option Value of a Limit Order and its Implied Volatility. 2016.

Pflug, Georg ; Pichler, Alois. / Dynamic Generation of Scenario Trees. in: Computational Optimization and Applications: an international journal. 2015 ; Band 62, Nr. 3. S. 641-668.

Borgomeo, Edoardo ; Pflug, Georg ; Hall, Jim et al. / Assessing water resource system vulnerability to unprecedented hydrological drought using copulas to characterize drought duration and deficit. in: Water Resources Research. 2015 ; Band 51, Nr. 11. S. 8927-8948.

Timonina, Anna ; Pflug, Georg ; Hochrainer-Stigler, Stefan et al. / Structured Coupling of Probability Loss Distributions: Assessing Joint Flood Risk in Multiple River Basins. in: Risk Analysis. 2015 ; Band 35, Nr. 11. S. 2102-2119.

Cannarsa, Piermarco ; Scarinci, Teresa. / Conjugate times and regularity of the minimum time function with differential inclusions. Analysis and Geometry in Control Theory and its Applications. Hrsg. / Piernicola Bettiol ; Piermarco Cannarsa ; Giovanni Colombo ; Monica Motta ; Franco Rampazzo. Springer International Publishing, 2015. S. 85-110 (Springer INdAM Series, Band 11).

Cannarsa, Piermarco ; Frankowska, Hélène ; Scarinci, Teresa. / Sensitivity relations for the Mayer problem with differential inclusions. in: ESAIM - Control, Optimisation and Calculus of Variations. 2015 ; Band 21, Nr. 3. S. 789-814.

Kovacevic, Raimund ; Pflug, Georg. / Measuring Systemic Risk: Structural Approaches. Quantitative Financial Risk Management: Theory and Practice. Hrsg. / Constantin Zopounidis ; Emilios Galariotis. John Wiley & Sons, Ltd., 2015. S. 3-21

Cannarsa, P. ; Frankowska, H. ; Scarinci, T. / Second-order sensitivity relations and regularity of the value function for mayer's problem in optimal control. in: SIAM Journal on Control and Optimization. 2015 ; Band 53, Nr. 6. S. 3642-3672.

Yousaf Shad, Muhammad ; Pflug, Georg. / Stochastic vs. Deterministic Programming in Water Management. The value of flexibility. in: Annals of Operations Research. 2014 ; Band 223, Nr. 1. S. 309-328.

Pflug, Georg ; Kovacevic, Raimund. / Electricity swing option pricing by stochastic bilevel optimization : A survey and new approaches. in: European Journal of Operational Research. 2014 ; Band 237, Nr. 2. S. 389-403.

Pflug, Georg ; Analui, Bita. / On Distributionally Robust Multiperiod Stochastic Optimization. in: Computational Management Science. 2014 ; Band 11, Nr. 3. S. 197-220.

Pflug, Georg ; Jongmann, Brenden ; Mechler, Reinhard et al. / Increasing Stress on Disaster Risk Finance due to Large Floods. in: Nature Climate Change. 2014 ; Band 4. S. 264-268.

Hochrainer-Stigler, Stefan ; Mechler, Reinhard ; Pflug, Georg et al. / Funding public adaptation to climate-related disasters: Estimates for a global fund. in: Global Environmental Change. 2014 ; Band 25, Nr. 1. S. 87-96.

Pflug, Georg ; Kovacevic, Raimund. / Are Time Consistent Valuations Information Monotone?. in: International Journal of Theoretical and Applied Finance. 2014 ; Band 17, Nr. 1.