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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - 1996
Persistent link: https://www.econbiz.de/10000954695
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - In: Mathematical methods of operations research 47 (1998) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
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A general framework for hedging and speculating with options
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10000960260
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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
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Optionsbewertung und Portfolio-Optimierung
Korn, Ralf - 2014
Persistent link: https://www.econbiz.de/10010400341
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Optimal portfolios : new variations of an old theme
Korn, Ralf - In: Computational Management Science : CMS 5 (2008) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
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Special issue "computational finance and risk analysis in insurance"
Korn, Ralf - In: Risks : open access journal 10 (2022) 3, pp. 1-2
Persistent link: https://www.econbiz.de/10013093134
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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
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A general framework for hedging and speculating with options
Korn, Ralf - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
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Optionsbewertung und Portfolio-Optimierung : moderne Methoden der Finanzmathematik
Korn, Ralf; Korn, Elke - 2001 - 2., verb. Aufl.
Persistent link: https://www.econbiz.de/10001609980