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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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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
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A general framework for hedging and speculating with options
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10000960260
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Optimal portfolios : new variations of an old theme
Korn, Ralf - In: Computational Management Science : CMS 5 (2008) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - In: Mathematical methods of operations research 47 (1998) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
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Optionsbewertung und Portfolio-Optimierung
Korn, Ralf - 2014
Persistent link: https://www.econbiz.de/10010400341
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Optimierungsprobleme bei Wertpapierhandel in stetiger Zeit
Korn, Ralf - 1992
Persistent link: https://www.econbiz.de/10000414863
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Monte Carlo methods and models in finance and insurance
Korn, Ralf; Korn, Elke; Kroisandt, Gerald - 2010
Persistent link: https://www.econbiz.de/10003895954
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The decoupling approach to binomial pricing of multi-asset options
Korn, Ralf; Müller, Stefanie - In: The journal of computational finance 12 (2009) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10009534617
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Innovative Techniken und Algorithmen im Bereich Computational-Finance und Risikomanagement
Liang, Qian - 2012
Persistent link: https://www.econbiz.de/10009728925