| A spot-forward model for electricity prices with regime shifts F Paraschiv, SE Fleten, M Schürle Energy Economics 47, 142-153, 2015 | 81 | 2015 |
| Management of non-maturing deposits by multistage stochastic programming K Frauendorfer, M Schürle European journal of operational research 151 (3), 602-616, 2003 | 33 | 2003 |
| Dynamic modeling and optimization of non-maturing accounts K Frauendorfer, M Schürle Liquidity risk: Measurement and management. Singapore: John Wiley and Sons …, 2007 | 30 | 2007 |
| Term structure models in multistage stochastic programming: Estimation and approximation K Frauendorfer, M Schürle Annals of Operations Research 100, 189-209, 2000 | 18 | 2000 |
| Zinsmodelle in der stochastischen Optimierung: mit Anwendungen im Asset-& Liability-Management M Schürle Haupt, 1998 | 18 | 1998 |
| Modeling client rate and volumes of non-maturing accounts F Paraschiv, M Schürle Institute for Operations Research and Computational Finance, 2010 | 16 | 2010 |
| A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions RR Wahlstrøm, F Paraschiv, M Schürle Computational Economics, 1-38, 2022 | 15 | 2022 |
| Cross-border effects on Swiss electricity prices in the light of the energy transition K Frauendorfer, F Paraschiv, M Schürle Energies 11 (9), 2188, 2018 | 14 | 2018 |
| Barycentric approximation of stochastic interest rate processes K Frauendorfer, M Schürle Worldwide Asset and Liability Modeling 10, 231, 1998 | 12 | 1998 |
| Stochastic optimization in asset & liability management: A model for non-maturing accounts K Frauendorfer, M Schürle Probabilistic Constrained Optimization: Methodology and Applications, 67-101, 2000 | 11 | 2000 |
| SG-portfolio test problems for stochastic multistage linear programming K Frauendorfer, F Härtel, MF Reiff, M Schürle Operations Research Proceedings 1995: Selected Papers of the Symposium on …, 1996 | 11 | 1996 |
| Multistage stochastic programming: Barycentric approximation K Frauendorfer, M Schürle Kluwer Academic Publishers, 2001 | 10 | 2001 |
| Barycentric bounds in stochastic programming: Theory and application K Frauendorfer, D Kuhn, M Schürle Stochastic programming: The state of the art in honor of George B. Dantzig …, 2011 | 9 | 2011 |
| A stochastic optimization model for the investment of savings account deposits P Kischka, HW Lorenz, U Derigs, W Domschke, P Kleinschmidt, ... Operations Research Proceedings 1997: Selected Papers of the Symposium on …, 1998 | 9 | 1998 |
| Spot-forward model for electricity prices F Stein-Erik, F Paraschiv, M Schürle Working Papers on Finance, 2013 | 5 | 2013 |
| Dynamic modeling and optimization of non-maturing accounts. University of St. Gallen K Frauendorfer, M Schuerle Institute for Operational Research and Computational Finance. Go to original …, 2006 | 5 | 2006 |
| Refinancing mortgages in Switzerland K Frauendorfer, M Schürle Applications of Stochastic Programming, 445-469, 2005 | 4 | 2005 |
| Spannungsfeld: Stromversorgung. vs. Stromhandel: Herausforderungen für das Management K Frauendorfer, R Gutsche, G Haarbrücker, M Schürle, C Liebenberger | 2 | 2020 |
| Stochastic linear programs with recourse and arbitrary multivariate distributions K Frauendorfer, M Schürle Kluwer Academic Publishers, 2001 | 2 | 2001 |
| A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models RR Wahlstrøm, F Paraschiv, M Schürle Published in Computational Economics (https://doi. org/10.1007/s10614-021 …, 2021 | 1 | 2021 |
