Narrow search
Showing 91 - 100 of 451
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
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
Cover Image
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Cover Image
Optionsbewertung und Portfolio-Optimierung : moderne Methoden der Finanzmathematik
Korn, Ralf; Korn, Elke - 2001 - 2., verb. Aufl.
Persistent link: https://www.econbiz.de/10001609980
Cover Image
Optimal portfolios with bounded capital at risk
Emmer, Susanne; Klüppelberg, Claudia; Korn, Ralf - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Cover Image
Optimal control of option portfolios and applications
Korn, Ralf; Trautmann, Siegfried - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 123-146
Persistent link: https://www.econbiz.de/10001411523
Cover Image
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf; Oertel, Frank; Schäl, Manfred - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 2, pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
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
ARTICLES - Optimal Portfolios with Bounded Capital at Risk
Emmer, Susanne; Klüppelberg, Claudia; Korn, Ralf - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 365-384
Persistent link: https://www.econbiz.de/10008216773
Cover Image
Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios
Korn, Ralf - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 227-242
Persistent link: https://www.econbiz.de/10008217830