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American-style Option Pricing and Improvement of …
kluedo.ub.rptu.de
WEBto my supervisor Prof. Dr. Ralf Korn, who had an open ear for my theoreti-cal problems and always gave me useful advice and valuable recommendations throughout my PhD …
Continuous-time delegated portfolio management with …
www.fbv.kit.edu
WEBRalf Korn. University of Kaiserslautern, Department of Mathematics, Mathematical Finance Group, Kaiserslautern, Germany. and. Fraunhofer ITWM, Institute for Industrial …
A mixed scheme with a credit granted by the statearXiv
arxiv.org
von MC Boado-Penas · · Zitiert von: 3 — Transforming public pensions: A mixed scheme with a credit granted by the state. Authors:M. Carmen Boado-Penas, Julia Eisenberg, Ralf Korn. › q-fin
papers.ssrn.com › sol3 › papersMulti-Asset Spot and Option Market Simulation
papers.ssrn.com
von M Wiese · · Zitiert von: 10 — J.P. Morgan Chase & Co. Ralf Korn. University of Kaiserslautern - Department of Mathematics. Hans Buehler. XTX Markets. Murray Phillip. J.P. ...
Korn, Ralf [WorldCat Identities]
worldcat.org
Monte Carlo methods and models in finance and insurance by Ralf Korn( Book ) 17 editions published in in English and Spanish and held by
Value Preserving Strategies and a General Framework for ...Wiley
onlinelibrary.wiley.com
von R Korn · · Zitiert von: 18 — Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios. Ralf Korn. › ...
Innovative Konzepte von Lehre und Organisation des Mathematikstudiums...
www.fachportal-paedagogik.de
Publikation finden zu:Lehre; Mathematik; Internationalisierung; Studium; Fachbereich; Hochschullehre; Studienorganisation; Studienfach; Technische Universität;...
[ ] Optimal control of electricity input given an uncertain...
arxiv.org
Title:Optimal control of electricity input given an uncertain demand. Authors:Simone Göttlich, Ralf Korn, Kerstin Lux. (Submitted on 12 Oct 2018).
A Mean-Field Game Model for Optimal Trading at the Intraday ...papers.ssrn.com › sol3 › papers
papers.ssrn.com
· Ralf Korn. University of Kaiserslautern - Department of Mathematics. Date Written: January 18, Abstract. In this study, we provide a ...
[ ] Multi-Asset Spot and Option Market SimulationarXiv
arxiv.org
von M Wiese · · Zitiert von: 10 — ... and Option Market Simulation. Authors:Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai. › q-fin
A Mean-Field Game Model for Optimal Trading at the Intraday ...
papers.ssrn.com
von S Coskun · — Ralf Korn. University of Kaiserslautern - Department of Mathematics. Date Written: January 18, Abstract. In this study, we provide a ... › papers
[ ] Copula & Marginal Flows: Disentangling the Marginal from...
arxiv.org
· Copula & Marginal Flows: Disentangling the Marginal from its Joint. Authors:Magnus Wiese, Robert Knobloch, Ralf Korn · Download PDF. Abstract: ...
On The Stability of Continuous-Time Portfolio Problems ...Social Science Research Network
papers.ssrn.com
von H Kraft · — Ralf Korn. University of Kaiserslautern - Department of Mathematics. Date Written: July 24, Abstract. In this paper we present some ... › papers
[ ] A Generalised Linear Model Framework for $β$-Variational...
arxiv.org
Authors:Robert Sicks, Ralf Korn, Stefanie Schwaar · Download PDF. Abstract: Although variational autoencoders (VAE) are successfully used ...
Optimal Portfolios with Defaultable Securities: A Firm Value Approach...
papers.ssrn.com
Credit risk is an important issue of current research in finance. While there is a lot of work on modelling credit risk and on valuing credit derivatives there
[ ] Quant GANs: Deep Generation of Financial Time Series
arxiv.org
Authors:Magnus Wiese, Robert Knobloch, Ralf Korn, Peter Kretschmer · Download PDF. Abstract: Modeling financial time series by stochastic ...
Optimal Portfolios with Defaultable Securities: A Firm Value Approachpapers.ssrn.com › sol3 › papers
papers.ssrn.com
Ralf Korn · Holger Kraft · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals.
worst-case approach for interest rate stresses and stock crashesOxford University Press
academic.oup.com
von M Beißer · — Ralf Korn. Ralf Korn. Department of Mathematics. , University of KaiserslauternKaiserslautern,. Germany. › articl...
Worst-Case Consumption-Portfolio Optimization by Sascha Desmettre,...
papers.ssrn.com
We investigate worst-case optimal consumption and portfolio decisions under the threat of a market crash. In an infinite-horizon setting, we provide an explicit
[PDF] Least-Squares Monte Carlo for proxy modeling in life insurancewww.econstor.eu › bitstream › risks
www.econstor.eu
· Least-Squares Monte Carlo for Proxy Modeling in. Life Insurance: Neural Networks. Anne-Sophie Krah 1, Zoran Nikolic 2,* and Ralf Korn 1,3.
Point and Interval Forecasts of Death Rates Using Neural Networkspapers.ssrn.com › sol3 › papers
papers.ssrn.com
· Ralf Korn. University of Kaiserslautern - Department of Mathematics. Date Written: February 23, Abstract. The Lee-Carter model has become ...
Verwandte Suchanfragen zu Ralf Korn
Bernd Luderer Gerald Kroisandt Elke Korn | Gerd Biebrach Axel Korn Mariam Grigorian | Fabian Christ |
Person "Korn" (14) Vorname "Ralf" (44375) Name "Korn" (1969) |
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