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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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Special issue on computational methods in finance (part I)
Korn, Ralf; Schweizer, Martin - 2009
Persistent link: https://www.econbiz.de/10003899383
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Special issue on computational methods in finance (part II)
Korn, Ralf; Schweizer, Martin - 2009
Persistent link: https://www.econbiz.de/10003899410
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The optimal-drift model : an accelerated binomial scheme
Korn, Ralf; Müller, Stefanie - In: Finance and stochastics 17 (2013) 1, pp. 135-160
Persistent link: https://www.econbiz.de/10009682288
Cover Image
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/10008218818
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Editorial
Korn, Ralf; Schweizer, Martin - In: Finance and stochastics 13 (2009) 3, pp. 305-306
Persistent link: https://www.econbiz.de/10008274840
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The optimal-drift model: an accelerated binomial scheme
Korn, Ralf; Müller, Stefanie - In: Finance and stochastics 17 (2012) 1, pp. 135-160
Persistent link: https://www.econbiz.de/10010057622