Narrow search
Showing 1 - 8 of 8
Cover Image
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf - 1994
Persistent link: https://www.econbiz.de/10000903142
Cover Image
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
Cover Image
A general framework for hedging and speculating with options
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10000960260
Cover Image
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
Cover Image
Option prices and subjective beliefs
Korn, Ralf; Wilmott, Paul - 1996
Persistent link: https://www.econbiz.de/10000954693
Cover Image
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf; Kreer, Markus; Lenssen, Mark - 1995
Persistent link: https://www.econbiz.de/10000929353
Cover Image
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
Cover Image
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685