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| Measuring systemic risk: structural approaches. 智库出版物
2015
作者: Kovacevic RM; Pflug G; Zopounidis, C; (Eds.), G. Galariotis
 Adobe PDF(225Kb) |  收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18
copula function marginal distributions interrelational matrix conditional value at risk banking stability index copula models conditional distress probability loss cascade |
| Are time consistent valuations information monotone? 智库出版物
2014
作者: Kovacevic RM; Pflug GC
收藏 | 浏览/下载：3/0 | 提交时间：2019/06/18
Risk functional Acceptability functional Multi-period, conditional risk mapping Average value-at-risk Dual representation Information monotonicity Value of information |
| Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. 智库出版物
2014
作者: Kovacevic RM; Pflug GC
收藏 | 浏览/下载：3/0 | 提交时间：2019/06/18
Pricing Swing option Bilevel optimization Stochastic optimization Stackelberg game |
| Risk hedging strategies under energy system and climate policy uncertainties. 智库出版物
2013
作者: Krey V; Riahi K; Kovacevic, RM; Pflug, GC; Vespucci, MT
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18 |
| Pricing of energy contracts: From replication pricing to swing options. 智库出版物
2013
作者: Kovacevic RM; Pflug GC; Kovacevic, RM; Pflug, GC; Vespucci, MT
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18 |
| Energy markets. 智库出版物
2013
作者: Gross P; Kovacevic RM; Pflug GC; Kovacevic, RM; Pflug, GC; Vespucci, MT
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18 |
| Does insurance help to escape the poverty trap? - A ruin theoretic approach. 智库出版物
2011
作者: Kovacevic RM; Pflug GC
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18 |
