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House prices as a result of trading activities : a patient trader model
Korn, Ralf
;
Yilmaz, Bilgi
- In:
Computational economics
60
(
2022
)
1
,
pp. 281-303
Persistent link: https://www.econbiz.de/10013262679
Saved in:
2
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
Saved in:
3
Constant proportion portfolio insurance in defined contribution pension plan management
Temocin, Busra Zeynep
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Analytical models for financial modeling and risk management
,
(pp. 329-348)
.
2018
Persistent link: https://www.econbiz.de/10011897186
Saved in:
4
Stochastic impulse control with regime-switching dynamics
Korn, Ralf
;
Melnyk, Yaroslav
;
Seilfried, Frank Thomas
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1024-1042
Persistent link: https://www.econbiz.de/10011714277
Saved in:
5
Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik
Desmettre, Sascha
;
Korn, Ralf
-
2018
Persistent link: https://www.econbiz.de/10011806121
Saved in:
6
Mathe, Märkte und Millionen : Plaudereien über Finanzmathematik zum Mitdenken und Mitrechnen
Korn, Ralf
;
Luderer, Bernd
-
2019
-
2., erweiterte Auflage
Persistent link: https://www.econbiz.de/10012670961
Saved in:
7
A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
Hinderks, W. J.
;
Korn, Ralf
;
Wagner, Andreas
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 347-357
Persistent link: https://www.econbiz.de/10012194870
Saved in:
8
Quant GANs : deep generation of financial time series
Wiese, Magnus
;
Knobloch, Robert
;
Korn, Ralf
; …
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1419-1440
Persistent link: https://www.econbiz.de/10012313474
Saved in:
9
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
10
Optimal control of electricity input given an uncertain demand
Göttlich, Simone
;
Korn, Ralf
;
Lux, Kerstin
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
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