Ralf Korn
Cited by
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Optimal portfolios: stochastic models for optimal investment and risk management in continuous time
R Korn
World Scientific, 1997
Option pricing and portfolio optimization: modern methods of financial mathematics
R Korn, E Korn
American Mathematical Soc., 2001
Digital communications
R Korn, P Wilmott
Monte Carlo methods and models in finance and insurance
R Korn, E Korn, G Kroisandt
CRC press, 2010
Portfolio optimisation with strictly positive transaction costs and impulse control
R Korn
Finance and Stochastics 2 (2), 85-114, 1998
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
Optimal portfolios with bounded capital at risk
S Emmer, C Klüppelberg, R Korn
Mathematical Finance 11 (4), 365-384, 2001
Optionsbewertung und Portfolio-Optimierung: Moderne Methoden der Finanzmathematik
R Korn, E Korn
Springer-Verlag, 2014
Some applications of impulse control in mathematical finance
R Korn
Mathematical Methods of Operations Research 50 (3), 493-518, 1999
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
Optimal impulse control when control actions have random consequences
R Korn
Mathematics of Operations Research 22 (3), 639-667, 1997
Continuous-time portfolio optimization under terminal wealth constraints
R Korn, S Trautmann
Zeitschrift für Operations Research 42 (1), 69-92, 1995
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
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
Worst-case scenario portfolio optimization: a new stochastic control approach
R Korn, O Menkens
Mathematical Methods of Operations Research 62 (1), 123-140, 2005
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
Worst-case scenario investment for insurers
R Korn
Insurance: Mathematics and Economics 36 (1), 1-11, 2005
Optimal portfolios under the threat of a crash
R Korn, P Wilmott
International Journal of Theoretical and Applied Finance 5 (02), 171-187, 2002
On value preserving and growth optimal portfolios
R Korn, M Schäl
Mathematical Methods of Operations Research 50 (2), 189-218, 1999
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), 1-13, 2016
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