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Institut für Operations Research und Computational Finance (IORCF) Sankt Gallen, Switzerland
School of Finance
Universität St. Gallen
: +41 71 243 40 11
+41 71 243 40 40
RePEc:edi:iorsgch (more details at EDIRC)
Research outputJump to: Articles
- Frauendorfer, Karl & Schurle, Michael, 2003. "Management of non-maturing deposits by multistage stochastic programming," European Journal of Operational Research, Elsevier, vol. 151(3), pages 602-616, December.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Frauendorfer, Karl & Schurle, Michael, 2003.
"Management of non-maturing deposits by multistage stochastic programming,"
European Journal of Operational Research,
Elsevier, vol. 151(3), pages 602-616, December.
- Nyström, Kaj, 2008. "On deposit volumes and the valuation of non-maturing liabilities," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 709-756, March.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research 83, National Bank of Belgium.
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