@book{UBHD-67373606, author={Ludwig, Stephan Ernst}, title={Optimal portfolio allocation of commodity related assets using a controlled forward-backward algorithm}, year={2013}, pages={Online-Ressource}, language={eng}, note={Zsfassung in dt. Sprache}, school={Heidelberg, Univ., Diss., 2013}, doi={10.11588/heidok.00014621}, keywords={Portfolio Selection / Rohstoffhandel / Finanzmathematik / Stochastische optimale Kontrolle / Numerische Mathematik ; Portfolio Selection / Rohstoffhandel / Finanzmathematik / Stochastische optimale Kontrolle / Numerische Mathematik}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/14621/}, library={UB}, } @book{UBHD-67377658, author={Ludwig, Stephan Ernst}, title={Optimal portfolio allocation of commodity related assets using a controlled forward-backward algorithm}, year={2013}, pages={XII, 249 S.}, language={eng}, school={Heidelberg, Univ., Diss., 2013}, keywords={Portfolio Selection / Stochastische optimale Kontrolle / Rohstoffhandel}, library={UB [Signatur: 2013 U 212] ; MA [Signatur: Diss. Ludwi]}, } @incollection{UBHD-68296540, author={Neuss-Radu, Maria and Ludwig, Stephan Ernst and J{\"a}ger, Willi}, title={Multiscale analysis and simulation of a reaction-diffusion problem with transmission conditions}, year={2010}, pages={4572-4585}, language={eng}, note={Available online 30 January 2009 ; Gesehen am 18.08.2018}, booktitle={Multiscale problems in science and technology}, editor={Antonić, Nenad and J{\"a}ger, Willi}, doi={10.1016/j.nonrwa.2008.11.024}, }