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~institution:"Johannes Gutenberg-Universität Mainz"
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf
-
1993
Persistent link: https://www.econbiz.de/10000890764
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2
Option prices and subjective beliefs
Korn, Ralf
;
Wilmott, Paul
-
1996
Persistent link: https://www.econbiz.de/10000954693
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3
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
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1996
Persistent link: https://www.econbiz.de/10000954695
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4
A general framework for hedging and speculating with options
Korn, Ralf
-
1997
Persistent link: https://www.econbiz.de/10000960260
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5
Extremal behaviour of diffusion models in finance
Borkovec, Milan
;
Klüppelberg, Claudia
-
1996
Persistent link: https://www.econbiz.de/10000960264
Saved in:
6
Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C.
-
1997
Persistent link: https://www.econbiz.de/10000960546
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7
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
-
1995
Persistent link: https://www.econbiz.de/10000929353
Saved in:
8
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
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9
Contributions to column-generation approaches in combinatorial optimization
Tilk, Christian
-
2016
Persistent link: https://www.econbiz.de/10011614104
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10
Pendelmobilität und Familiengründung : zum Zusammenhang von berufsbedingtem Pendeln und dem Übergang zum ersten Kind
Skora, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011772525
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