2009 | ||
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5 | EE | Karl Frauendorfer, Michael Schürle: Multistage Stochastic Programming: Barycentric Approximation. Encyclopedia of Optimization 2009: 2527-2531 |
4 | EE | Karl Frauendorfer, Michael Schürle: Stochastic Linear Programs with Recourse and Arbitrary Multivariate Distributions. Encyclopedia of Optimization 2009: 3760-3765 |
2005 | ||
3 | EE | Michael Schürle: Dynamic Replication of Non-Maturing Assets and Liabilities. OR 2005: 217-222 |
2003 | ||
2 | EE | Karl Frauendorfer, Michael Schürle: Management of non-maturing deposits by multistage stochastic programming. European Journal of Operational Research 151(3): 602-616 (2003) |
2000 | ||
1 | EE | Karl Frauendorfer, Michael Schürle: Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation. Annals OR 100(1-4): 189-209 (2000) |
1 | Karl Frauendorfer | [1] [2] [4] [5] |