Dávid Zoltán Szabó

According to our database, Dávid Zoltán Szabó authored at least 4 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market.

Paul V. Johnson, Dávid Zoltán Szabó, Peter W. Duck

Eur. J. Oper. Res., 2024

2023

The riskiness of stock versus money market investment with stochastic rates.

Dávid Zoltán Szabó, Zsolt Bihary

Central Eur. J. Oper. Res., June, 2023

2020

Optimal trading of imbalance options for power systems using an energy storage device.

Dávid Zoltán Szabó, Peter W. Duck, Paul V. Johnson

Eur. J. Oper. Res., 2020

Spectral risk measure of holding stocks in the long run.

Zsolt Bihary, Péter Csóka, Dávid Zoltán Szabó

Ann. Oper. Res., 2020