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Ralf Korn

Ralf Korn

Technische Universität Kaiserslautern - Kaiserslautern / Germany
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1780972
Kaiserslautern University of Technology
person_outline Ralf Korn's MOST POPULAR ARTICLES
1-) Optimal portfolios: stochastic models for optimal investment and risk management in continuous time World scientific, 1997
2-) Quant GANs: deep generation of financial time series Quantitative Finance 20 (9), 1419-1440, 2020
3-) Option pricing and portfolio optimization Graduate Studies in Mathematics 31, 18, 2001
4-) Monte Carlo methods and models in finance and insurance CRC press, 2010
5-) A stochastic control approach to portfolio problems with stochastic interest rates SIAM Journal on Control and Optimization 40 (4), 1250-1269, 2002