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Berend Roorda

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2010 – 2019

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2016
[j6]
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Berend Roorda, Johannes M. Schumacher:
Weakly time consistent concave valuations and their dual representations. Finance Stochastics 20(1): 123-151 (2016)
2011
[j5]
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  - journals/mmor/JoostenR11
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Reinoud Joosten, Berend Roorda:
On evolutionary ray-projection dynamics. Math. Methods Oper. Res. 74(2): 147-161 (2011)
2010
[j4]
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Berend Roorda:
An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree. Ann. Oper. Res. 181(1): 463-483 (2010)

2000 – 2009

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2005
[j3]
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Berend Roorda, Jacob Engwerda, Johannes M. Schumacher:
Performance of hedging strategies in interval models. Kybernetika 41(5): 575-592 (2005)

1990 – 1999

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1999
[c1]
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  - conf/eucc/RoordaW99
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Berend Roorda, Siep Weiland:
An optimal model approximation scheme for linear time-invariant behaviors. ECC 1999: 1088-1091
1995
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Berend Roorda:
Algorithms for global total least squares modelling of finite multivariable time series. Autom. 31(3): 391-404 (1995)
[j1]
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Berend Roorda, Christiaan Heij:
Global total least squares modeling of multivariable time series. IEEE Trans. Autom. Control. 40(1): 50-63 (1995)

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