Ralf Korn

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32 artikel

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Sascha DesmettreJKU LinzEmail yang diverifikasi di jku.at
Norbert WehnUniversity of KaiserslauternEmail yang diverifikasi di eit.uni-kl.de
Christian De SchryverRPTU Kaiserslautern-LandauEmail yang diverifikasi di rptu.de
Magnus WieseUniversity of KaiserslauternEmail yang diverifikasi di rhrk.uni-kl.de
Bilgi YilmazMathematics, Kahramanmaraş Sütçü İmam UnivesityEmail yang diverifikasi di ksu.edu.tr
Claudia KlüppelbergEmail yang diverifikasi di ma.tum.de
Mogens SteffensenProfessor of insurance mathematics at Department of Mathematical Sciences, University of CopenhagenEmail yang diverifikasi di math.ku.dk
AS Selcuk-KestelMiddle East Technical UniversityEmail yang diverifikasi di metu.edu.tr
Thorsten StoeckProfessor der Biologie, Technische Universität KaiserslauternEmail yang diverifikasi di rhrk.uni-kl.de
Ian BuckleyCanadian Securities Transition OfficeEmail yang diverifikasi di csto-btcvm.ca
Christian BruggerUniversity of KaiserslauternEmail yang diverifikasi di eit.uni-kl.de
Torsten KleinowUniversity of Amsterdam, Research Centre for Longevity RiskEmail yang diverifikasi di uva.nl
Matthias SchererTechnische Universität MünchenEmail yang diverifikasi di tum.de
Christian EwaldProfessor of EconomicsEmail yang diverifikasi di inn.no
L C G RogersStatistical Laboratory, University of CambridgeEmail yang diverifikasi di cam.ac.uk
Jörg WenzelFraunhofer ITWMEmail yang diverifikasi di itwm.fraunhofer.de
Daniel BauerDepartment of Risk and Insurance, University of Wisconsin-MadisonEmail yang diverifikasi di wisc.edu
Pablo KochProfessor of Finance and InsuranceEmail yang diverifikasi di bf.uzh.ch
Antoon PelsserProfessor of Finance and Actuarial Science, Maastricht UniversityEmail yang diverifikasi di maastrichtuniversity.nl
Joël WagnerUniversity of Lausanne, Faculty of Business and Economics (HEC), Department of Actuarial ScienceEmail yang diverifikasi di unil.ch

Ikuti

Ralf Korn

Professor für Mathematik, TU Kaiserslautern

Email yang diverifikasi di mathematik.uni-kl.de - Beranda

Finanzmathematik Versicherungsmathematik Stochastik stochastische Steuerung Monte Carlo Methodeno


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
Optimal portfolios: stochastic models for optimal investment and risk management in continuous time R Korn World scientific, 1997	514	1997
Quant GANs: deep generation of financial time series M Wiese, R Knobloch, R Korn, P Kretschmer Quantitative Finance 20 (9), 1419-1440, 2020	357	2020
Option pricing and portfolio optimization: modern methods of financial mathematics R Korn, E Korn American Mathematical Soc., 2001	352	2001
Monte Carlo methods and models in finance and insurance R Korn, E Korn, G Kroisandt CRC press, 2010	307	2010
A stochastic control approach to portfolio problems with stochastic interest rates R Korn, H Kraft SIAM Journal on Control and Optimization 40 (4), 1250-1269, 2002	257	2002
Portfolio optimisation with strictly positive transaction costs and impulse control R Korn Finance and Stochastics 2, 85-114, 1998	256	1998
Optimal portfolios with bounded capital at risk S Emmer, C Klüppelberg, R Korn Mathematical Finance 11 (4), 365-384, 2001	187	2001
Some applications of impulse control in mathematical finance R Korn Mathematical Methods of Operations Research 50, 493-518, 1999	185	1999
Optionsbewertung und Portfolio-Optimierung: Moderne Methoden der Finanzmathematik R Korn, E Korn Springer-Verlag, 2013	165	2013
The Tara Oceans voyage reveals global diversity and distribution patterns of marine planktonic ciliates A Gimmler, R Korn, C de Vargas, S Audic, T Stoeck Scientific reports 6 (1), 33555, 2016	99	2016
On the Stability of Continuous‐Time Portfolio Problems with Stochastic Opportunity Set R Korn, H Kraft Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004	98	2004
Optimal impulse control when control actions have random consequences R Korn Mathematics of Operations Research 22 (3), 639-667, 1997	75	1997
Continuous-time portfolio optimization under terminal wealth constraints R Korn, S Trautmann Zeitschrift für Operations Research 42, 69-92, 1995	72	1995
An energy efficient FPGA accelerator for monte carlo option pricing with the heston model C De Schryver, I Shcherbakov, F Kienle, N Wehn, H Marxen, A Kostiuk, ... 2011 International Conference on Reconfigurable Computing and FPGAs, 468-474, 2011	70	2011
Worst-case scenario portfolio optimization: a new stochastic control approach R Korn, O Menkens Mathematical Methods of Operations Research 62, 123-140, 2005	66	2005
Optimal index tracking under transaction costs and impulse control IRC Buckley, R Korn International journal of theoretical and applied Finance 1 (03), 315-330, 1998	66	1998
Optimal portfolios with defaultable securities a firm value approach R Korn, H Kraft International Journal of Theoretical and Applied Finance 6 (08), 793-819, 2003	61	2003
Optimal portfolios under the threat of a crash R Korn, P Wilmott International Journal of Theoretical and Applied Finance 5 (02), 171-187, 2002	61	2002
Asset allocation for a DC pension fund under regime switching environment R Korn, TK Siu, A Zhang European Actuarial Journal 1, 361-377, 2011	58	2011
Worst-case scenario investment for insurers R Korn Insurance: Mathematics and economics 36 (1), 1-11, 2005	58	2005

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