Berend Roorda

Publication Activity (10 Years)

Years Active: 1995-2016
Publications (10 Years): 1

Top Topics

Consistency Constraints

Image Sequences

Top Venues

Finance Stochastics

Publications

Berend Roorda, Johannes M. Schumacher
Weakly time consistent concave valuations and their dual representations. Finance Stochastics 20 (1) (2016)
Reinoud Joosten, Berend Roorda
On evolutionary ray-projection dynamics. Math. Methods Oper. Res. 74 (2) (2011)
Berend Roorda
An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree. Ann. Oper. Res. 181 (1) (2010)
Berend Roorda, Jacob Engwerda, J. M. Schumacher
Performance of hedging strategies in interval models. Kybernetika 41 (5) (2005)
Berend Roorda, Siep Weiland
An optimal model approximation scheme for linear time-invariant behaviors. ECC (1999)
Berend Roorda, Christiaan Heij
Global total least squares modeling of multivariable time series. IEEE Trans. Autom. Control. 40 (1) (1995)
Berend Roorda
Algorithms for global total least squares modelling of finite multivariable time series. Autom. 31 (3) (1995)