- Valuation of Energy Storage: An Optimal Switching Mike Ludkovski
- PSTAT 223B: Mathematical Finance, Winter 2009 Mike Ludkovski ludkovski@pstat.ucsb.edu, x5634
- INVENTORY MANAGEMENT WITH PARTIALLY OBSERVED NONSTATIONARY DEMAND
- Optimal Dynamic Policies for Influenza Management Michael Ludkovski
- PSTAT 213B: Stochastic Processes, Winter 2009 Mike Ludkovski ludkovski@pstat.ucsb.edu, x5634
- PRICING ASSET SCHEDULING FLEXIBILITY USING OPTIMAL SWITCHING RENE CARMONA AND MICHAEL LUDKOVSKI
- PSTAT 213C: Stochastic Processes, Spring 2009 Mike Ludkovski ludkovski@pstat.ucsb.edu, x5634
- Indi#erence Pricing of Pure Endowments and Life Annuities Under Stochastic Hazard and Interest Rates
- Ex Post Moral Hazard and Bayesian Learning in Insurance Michael Ludkovski1
- Relative Hedging of Systematic Mortality Risk Erhan Bayraktar
- ON COMONOTONICITY OF PARETO OPTIMAL RISK SHARING MICHAEL LUDKOVSKI
- FILLING THE GAP BETWEEN AMERICAN AND RUSSIAN OPTIONS: ADJUSTABLE REGRET
- Spot Convenience Yield Models for Energy Michael Ludkovski
- PRICING COMMODITY DERIVATIVES WITH BASIS RISK AND PARTIAL OBSERVATIONS
- Optimal Switching with Applications to Energy Tolling Agreements
- Michael Ludkovski Department of Statistics & Applied Probability
- Applied Probability Trust (9 November 2008) FINITE HORIZON DECISION TIMING WITH PARTIALLY OB-
- A SIMULATION APPROACH TO OPTIMAL STOPPING UNDER PARTIAL INFORMATION
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY MICHAEL LUDKOVSKI
- Monte Carlo Methods for Adaptive Disorder Problems Michael Ludkovski
- SWING OPTIONS RENE CARMONA AND MICHAEL LUDKOVSKI
- Proceedings of the 2011 Winter Simulation Conference S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu, eds.
