Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
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