Michael Schürle

According to our database, Michael Schürle authored at least 6 papers between 2000 and 2009.

Collaborative distances:

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

2009

Stochastic Linear Programs with Recourse and Arbitrary Multivariate Distributions.

Karl Frauendorfer, Michael Schürle

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Multistage Stochastic Programming: Barycentric Approximation.

Karl Frauendorfer, Michael Schürle

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2005

Dynamic Replication of Non-Maturing Assets and Liabilities.

Michael Schürle

Proceedings of the Operations Research Proceedings 2005, 2005

23. Refinancing Mortgages in Switzerland.

Karl Frauendorfer, Michael Schürle

Proceedings of the Applications of Stochastic Programming, 2005

2003

Management of non-maturing deposits by multistage stochastic programming.

Karl Frauendorfer, Michael Schürle

Eur. J. Oper. Res., 2003

2000

Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation.

Karl Frauendorfer, Michael Schürle

Ann. Oper. Res., 2000