Ralf Korn
Author
Alternate names R. Korn, Ralf Korn
Institution Fraunhofer Institute for Industrial Mathematics
Past institutions University of Kaiserslautern, Fraunhofer Institute for Industrial Mathematics, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau, University of Koblenz and Landau, Daimler (Germany) +5 more
ORCID: Yes
H-index: 31
I10-index: 73
Works count: 398
Citations count: 3,494
A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
2002 · Ralf Korn, Holger Kraft · SIAM Journal on Control and Optimization
Portfolio optimisation with strictly positive transaction costs and impulse control
1998 · Ralf Korn · Finance and Stochastics
Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics
2001 · Ralf Korn, Elke Korn