Similar Search Results

Korn, Ralf - In: Applied mathematical finance 4 (1997) 1, pp. 65-79

Persistent link: https://www.econbiz.de/10001226739

Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330

Persistent link: https://www.econbiz.de/10001251052

Korn, Ralf - In: Mathematical methods of operations research 45 (1997) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10001217618

Korn, Ralf - In: Finance and stochastics 2 (1998) 2, pp. 85-114

Persistent link: https://www.econbiz.de/10001235411

Korn, Ralf - In: Mathematical methods of operations research 47 (1998) 2, pp. 169-179

Persistent link: https://www.econbiz.de/10001242925

Chen, Lihua; Korn, Ralf - In: Mathematical methods of operations research 90 (2019) 2, pp. 197-227

Persistent link: https://www.econbiz.de/10012132709

Diaz, Mauricio; Kwon, Roy H. - In: The journal of asset management 20 (2019) 1, pp. 38-53

Persistent link: https://www.econbiz.de/10012059744

Korn, Ralf; Leoff, Elisabeth - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10012030905

Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; … - In: Risks : open access journal 4 (2016) 4, pp. 1-35

-at-risk (cVaR) by means of nested Monte Carlo (MC) simulations. We do so by combining theory and software/hardware implementation …

Persistent link: https://www.econbiz.de/10011556579

Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 677-701

Persistent link: https://www.econbiz.de/10011296715