Ralf Korn

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Sascha DesmettreJKU Linz確認したメールアドレス: jku.at
Norbert WehnUniversity of Kaiserslautern確認したメールアドレス: eit.uni-kl.de
Christian De SchryverRPTU Kaiserslautern-Landau確認したメールアドレス: rptu.de
Magnus WieseUniversity of Kaiserslautern確認したメールアドレス: rhrk.uni-kl.de
Bilgi YilmazMathematics, Kahramanmaraş Sütçü İmam Univesity確認したメールアドレス: ksu.edu.tr
Claudia Klüppelberg確認したメールアドレス: ma.tum.de
Mogens SteffensenProfessor of insurance mathematics at Department of Mathematical Sciences, University of Copenhagen確認したメールアドレス: math.ku.dk
AS Selcuk-KestelMiddle East Technical University確認したメールアドレス: metu.edu.tr
Thorsten StoeckProfessor der Biologie, Technische Universität Kaiserslautern確認したメールアドレス: rhrk.uni-kl.de
Ian BuckleyCanadian Securities Transition Office確認したメールアドレス: csto-btcvm.ca
Christian BruggerUniversity of Kaiserslautern確認したメールアドレス: eit.uni-kl.de
Torsten KleinowUniversity of Amsterdam, Research Centre for Longevity Risk確認したメールアドレス: uva.nl
Matthias SchererTechnische Universität München確認したメールアドレス: tum.de
Christian EwaldProfessor of Economics確認したメールアドレス: inn.no
L C G RogersStatistical Laboratory, University of Cambridge確認したメールアドレス: cam.ac.uk
Jörg WenzelFraunhofer ITWM確認したメールアドレス: itwm.fraunhofer.de
Daniel BauerDepartment of Risk and Insurance, University of Wisconsin-Madison確認したメールアドレス: wisc.edu
Pablo KochProfessor of Finance and Insurance確認したメールアドレス: bf.uzh.ch
Antoon PelsserProfessor of Finance and Actuarial Science, Maastricht University確認したメールアドレス: maastrichtuniversity.nl
Joël WagnerUniversity of Lausanne, Faculty of Business and Economics (HEC), Department of Actuarial Science確認したメールアドレス: unil.ch

フォロー

Ralf Korn

Professor für Mathematik, TU Kaiserslautern

確認したメールアドレス: mathematik.uni-kl.de - ホームページ

Finanzmathematik Versicherungsmathematik Stochastik stochastische Steuerung Monte Carlo Methodeno


タイトル引用回数順公開年順タイトル順	引用先引用先	年
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	359	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	308	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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