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~isPartOf:"International journal of theoretical and applied finance"
~person:"Belomestny, Denis"
~person:"Korn, Olaf"
~person:"Korn, Ralf"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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Belomestny, Denis
Korn, Olaf
Korn, Ralf
Oosterlee, Cornelis W.
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International journal of theoretical and applied finance
Berichte zur Stochastik und verwandten Gebieten
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Risks : open access journal
2
SFB 649 discussion paper
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The journal of computational finance
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Working paper / Centre for Financial Research
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Applied mathematical finance
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Applied quantitative finance
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Chapman & Hall/CRC financial mathematics series
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance and stochastics
1
Graduate studies in mathematics : GSM
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Mathematical methods of operations research
1
OR-Spektrum : quantitative approaches in management
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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SFB 649 Discussion Paper
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Studienbücher Wirtschaftsmathematik
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Monte Carlo evaluation of American options using consumption processes
Belomestny, Denis
;
Milʹstejn, Grigorij N.
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 455-481
Persistent link: https://www.econbiz.de/10003347377
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2
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
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