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~person:"Korn, Ralf"
~subject:"Varianzanalyse"
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Varianzanalyse
Optionspreistheorie
31
Option pricing theory
27
Theorie
20
Theory
20
Portfolio selection
13
Portfolio-Management
13
Black-Scholes model
10
Black-Scholes-Modell
9
Option trading
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Optionsgeschäft
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Finanzmathematik
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Itô-Prozess
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Estimation theory
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Martingal
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English
4
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Korn, Ralf
Erlenmaier, Ulrich
5
Gersbach, Hans
4
Gottschling, Andreas
4
White, Halbert
4
Häfke, Christian
3
Müller, Armin
3
Packham, Natalie
3
Zheng, Wendong
3
Ammann, Manuel
2
Chen, Ren-Raw
2
Chiarella, Carl
2
Drimus, Gabriel
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Emmer, Susanne
2
Grobys, Klaus
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Heinonen, Jari-Pekka
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Heston, Steven L.
2
Hoogland, J. K.
2
Jacobs, Kris
2
Kalev, Petko S.
2
Klüppelberg, Claudia
2
Kwok, Yue-Kuen
2
Lian, Guanghua
2
Lo, C. F.
2
Mörke, Mathis
2
Neumann, C. D. D.
2
Reiswich, Dimitri
2
Tompkins, Robert G.
2
Abid, Fathi
1
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Amaya, Diego
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1
Blaskowitz, Oliver
1
Bondarenko, Oleg
1
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Applied mathematical finance
1
Berichte zur Stochastik und verwandten Gebieten
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
A new variance reduction technique for estimating value-at-risk
Korn, Ralf
;
Pupashenko, Mykhailo
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
Saved in:
2
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
3
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
4
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
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