( en | de | ru )

 

Disambiguation of "Frauendorfer, Karl"

Author of the publication

copydeleteadd this publication to your clipboard
Management of non-maturing deposits by multistage stochastic programming.

, and . Eur. J. Oper. Res., 151 (3): 602-616 (2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Karl Frauendorfer

Stefan Frauendorfer

Erich Frauendorfer

Felix Frauendorfer

Max Frauendorfer

 

Other publications of authors with the same name

Barycentric scenario trees in convex multistage stochastic programming.. Math. Program., (1996)Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation., and . Ann. Oper. Res., 100 (1-4): 189-209 (2000)Solving Sequences of Refined Multistage Stochastic Linear Programs., and . Ann. Oper. Res., 124 (1-4): 133-163 (2003)Solving SLP Recourse Problems with Arbitrary Multivariate Distributions - The Dependent Case.. Math. Oper. Res., 13 (3): 377-394 (1988)Stochastic dynamic optimization: Modelling and methodological aspects.. System Modelling and Optimization, volume 197 of Lecture Notes in Control and Information Sciences, page 332-341. Springer, (1993)Stochastic Linear Programs with Recourse and Arbitrary Multivariate Distributions., and . Encyclopedia of Optimization, Springer, (2009)Management of non-maturing deposits by multistage stochastic programming., and . Eur. J. Oper. Res., 151 (3): 602-616 (2003)Regime switching based portfolio selection for pension funds, , and . Journal of Banking & Finance, 31 (8): 2265--2280 (August 2007)Multistage Stochastic Programming: Barycentric Approximation., and . Encyclopedia of Optimization, Springer, (2009)23. Refinancing Mortgages in Switzerland., and . Applications of Stochastic Programming, SIAM, (2005)