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Option pricing and portfolio optimization : modern methods of financial mathematics
Korn, Ralf; Korn, Elke - 2001
Persistent link: https://www.econbiz.de/10011513289
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Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf - 1994
Persistent link: https://www.econbiz.de/10000903142
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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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Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C. - 1997
Persistent link: https://www.econbiz.de/10000960546
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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Some applications of L 2-hedging with a non-negative wealth process
Korn, Ralf - In: Applied mathematical finance 4 (1997) 1, pp. 65-79
Persistent link: https://www.econbiz.de/10001226739
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Optimal index tracking under transaction costs and impulse control
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
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Value preserving portfolio strategies in continuous-time models
Korn, Ralf - In: Mathematical methods of operations research 45 (1997) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf - In: Finance and stochastics 2 (1998) 2, pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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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