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Finance and stochastics
SAFE Working Paper
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Finance and Stochastics
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Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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2
Special issue on computational methods in finance (part I)
Korn, Ralf
;
Schweizer, Martin
-
2009
Persistent link: https://www.econbiz.de/10003899383
Saved in:
3
Special issue on computational methods in finance (part II)
Korn, Ralf
;
Schweizer, Martin
-
2009
Persistent link: https://www.econbiz.de/10003899410
Saved in:
4
The optimal-drift model : an accelerated binomial scheme
Korn, Ralf
;
Müller, Stefanie
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 135-160
Persistent link: https://www.econbiz.de/10009682288
Saved in:
5
Editorial
Korn, Ralf
;
Schweizer, Martin
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 305-306
Persistent link: https://www.econbiz.de/10008274840
Saved in:
6
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10008218818
Saved in:
7
The optimal-drift model: an accelerated binomial scheme
Korn, Ralf
;
Müller, Stefanie
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 135-160
Persistent link: https://www.econbiz.de/10010057622
Saved in:
8
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
9
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
10
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
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