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1

[Dynamic Modeling and Econometrics in Economics and Finance] Dynamic Economic Problems with Regime Switches Volume 25 ||

Haunschmied, Josef L., Kovacevic, Raimund M., Semmler, Willi, Veliov, Vladimir M.

Year:

2021

File:

PDF, 6.63 MB

2021

2

Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach

Raimund M. Kovacevic, Georg Ch. Pflug

Journal:

Journal of Risk and Insurance

Year:

2011

Language:

english

File:

PDF, 422 KB

english, 2011

3

Valuation and pricing of electricity delivery contracts: the producer’s view

Kovacevic, Raimund M.

Journal:

Annals of Operations Research

Year:

2019

Language:

english

File:

PDF, 1.02 MB

english, 2019

4

[Dynamic Modeling and Econometrics in Economics and Finance] Dynamic Economic Problems with Regime Switches Volume 25 || A Regime-Switching Model with Applications to Finance: Markovian and Non-Markovian Cases

Haunschmied, Josef L., Kovacevic, Raimund M., Semmler, Willi, Veliov, Vladimir M.

Year:

2021

File:

PDF, 310 KB

2021

5

Optimal Control and the Value of Information for a Stochastic Epidemiological SIS-Model

Grandits, Peter, Kovacevic, Raimund M., Veliov, Vladimir M.

Journal:

Journal of Mathematical Analysis and Applications

Year:

2019

Language:

english

File:

PDF, 565 KB

english, 2019

6

ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?

KOVACEVIC, RAIMUND M., PFLUG, GEORG CH

Journal:

International Journal of Theoretical and Applied Finance

Year:

2014

Language:

english

File:

PDF, 373 KB

english, 2014

7

Special Issue: On the interface between optimization and probability

Kovacevic, Raimund, Wets, Roger J-B, Wozabal, David

Journal:

Mathematical Programming

Year:

2020

File:

PDF, 106 KB

2020

8

Arbitrage conditions for electricity markets with production and storage

Kovacevic, Raimund M.

Journal:

Computational Management Science

Year:

2019

File:

PDF, 577 KB

2019

9

Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches

Kovacevic, Raimund M., Pflug, Georg Ch.

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 975 KB

english, 2014

10

Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment

Kovacevic, Raimund M.

Journal:

Central European Journal of Operations Research

Year:

2018

Language:

english

File:

PDF, 1.21 MB

english, 2018

11

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 ||

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 8.02 MB

english, 2018

12

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || On the Generalized Duality Principle for State-Constrained Control and State Estimation Under Impulsive Inputs

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 399 KB

english, 2018

13

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || Dynamic Models of the Firm with Green Energy and Goodwill

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 750 KB

english, 2018

14

[International Series in Operations Research & Management Science] Handbook of Risk Management in Energy Production and Trading Volume 199 ||

Kovacevic, Raimund M., Pflug, Georg Ch., Vespucci, Maria Teresa

Year:

2013

Language:

english

File:

PDF, 12.82 MB

english, 2013

15

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || Some Regional Control Problems for Population Dynamics

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 411 KB

english, 2018

16

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || Solution Stability and Path-Following for a Class of Generalized Equations

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 551 KB

english, 2018

17

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || Discrete Filippov-Type Stability for One-Sided Lipschitzian Difference Inclusions

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 444 KB

english, 2018

18

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || On Some Open Problems in Optimal Control

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 214 KB

english, 2018

19

Tree approximation for discrete time stochastic processes: a process distance approach

Kovacevic, Raimund M., Pichler, Alois

Journal:

Annals of Operations Research

Year:

2015

Language:

english

File:

PDF, 874 KB

english, 2015

20

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || A General Lagrange Multipliers Theorem and Related Questions

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 441 KB

english, 2018

21

Conditional risk and acceptability mappings as Banach-lattice valued mappings

Kovacevic, Raimund M.

Journal:

Statistics & Risk Modeling

Year:

2012

Language:

english

File:

PDF, 195 KB

english, 2012

22

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || Stability Analysis of a New E-rumor Model

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 247 KB

english, 2018

23

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || On Nonlocal Normal Forms of Linear Second Order Mixed Type PDEs on the Plane

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 226 KB

english, 2018

24

[Lecture Notes in Economics and Mathematical Systems] Control Systems and Mathematical Methods in Economics Volume 687 || A Functional Analytic Approach to a Bolza Problem

Feichtinger, Gustav, Kovacevic, Raimund M., Tragler, Gernot

Year:

2018

Language:

english

File:

PDF, 290 KB

english, 2018

25

A semiparametric model for electricity spot prices

Kovacevic, Raimund M., Wozabal, David

Journal:

IIE Transactions

Year:

2014

Language:

english

File:

PDF, 319 KB

english, 2014

26

Multiperiod Maximum Loss is time unit invariant

Kovacevic, Raimund M., Breuer, Thomas

Journal:

Year:

2016

Language:

english

File:

PDF, 1.60 MB

english, 2016

27

Medium-term planning for thermal electricity production

Kovacevic, Raimund M., Paraschiv, Florentina

Journal:

Year:

2014

Language:

english

File:

PDF, 2.07 MB

english, 2014

28

[IEEE 2017 European Conference on Electrical Engineering and Computer Science (EECS) - Bern, Switzerland (2017.11.17-2017.11.19)] 2017 European Conference on Electrical Engineering and Computer Science (EECS) - Demand-Side Management: Design for Cooperation and Storage Utilization

Vo, Nhat Vinh, Frank, Klaus, Haunschmied, Josef, Kovacevic, Raimund, Panholzer, Georg

Year:

2017

Language:

english

File:

PDF, 170 KB

english, 2017

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