Ralf Korn

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Sascha DesmettreJKU LinzVerified email at jku.at
Norbert WehnUniversity of KaiserslauternVerified email at eit.uni-kl.de
Christian De SchryverRPTU Kaiserslautern-LandauVerified email at rptu.de
Magnus WieseUniversity of KaiserslauternVerified email at rhrk.uni-kl.de
Bilgi YilmazMathematics, Kahramanmaraş Sütçü İmam UnivesityVerified email at ksu.edu.tr
Claudia KlüppelbergVerified email at ma.tum.de
Mogens SteffensenProfessor of insurance mathematics at Department of Mathematical Sciences, University of CopenhagenVerified email at math.ku.dk
AS Selcuk-KestelMiddle East Technical UniversityVerified email at metu.edu.tr
Thorsten StoeckProfessor der Biologie, Technische Universität KaiserslauternVerified email at rhrk.uni-kl.de
Ian BuckleyCanadian Securities Transition OfficeVerified email at csto-btcvm.ca
Christian BruggerUniversity of KaiserslauternVerified email at eit.uni-kl.de
Torsten KleinowUniversity of Amsterdam, Research Centre for Longevity RiskVerified email at uva.nl
Christian EwaldProfessor of EconomicsVerified email at inn.no
Matthias SchererTechnische Universität MünchenVerified email at tum.de
L C G RogersStatistical Laboratory, University of CambridgeVerified email at cam.ac.uk
Jörg WenzelFraunhofer ITWMVerified email at itwm.fraunhofer.de
Daniel BauerDepartment of Risk and Insurance, University of Wisconsin-MadisonVerified email at wisc.edu
Pablo KochProfessor of Finance and InsuranceVerified email at bf.uzh.ch
Antoon PelsserProfessor of Finance and Actuarial Science, Maastricht UniversityVerified email at maastrichtuniversity.nl
Joël WagnerUniversity of Lausanne, Faculty of Business and Economics (HEC), Department of Actuarial ScienceVerified email at unil.ch

Ralf Korn

Professor für Mathematik, TU Kaiserslautern

Verified email at mathematik.uni-kl.de - Homepage

Finanzmathematik Versicherungsmathematik Stochastik stochastische Steuerung Monte Carlo Methodeno


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Optimal portfolios: stochastic models for optimal investment and risk management in continuous time R Korn World scientific, 1997	518	1997
Quant GANs: deep generation of financial time series M Wiese, R Knobloch, R Korn, P Kretschmer Quantitative Finance 20 (9), 1419-1440, 2020	368	2020
Option pricing and portfolio optimization: modern methods of financial mathematics R Korn, E Korn American Mathematical Soc., 2001	352	2001
Monte Carlo methods and models in finance and insurance R Korn, E Korn, G Kroisandt CRC press, 2010	305	2010
Portfolio optimisation with strictly positive transaction costs and impulse control R Korn Finance and Stochastics 2, 85-114, 1998	258	1998
A stochastic control approach to portfolio problems with stochastic interest rates R Korn, H Kraft SIAM Journal on Control and Optimization 40 (4), 1250-1269, 2002	255	2002
Optimal portfolios with bounded capital at risk S Emmer, C Klüppelberg, R Korn Mathematical Finance 11 (4), 365-384, 2001	191	2001
Some applications of impulse control in mathematical finance R Korn Mathematical Methods of Operations Research 50, 493-518, 1999	186	1999
Optionsbewertung und Portfolio-Optimierung: Moderne Methoden der Finanzmathematik R Korn, E Korn Springer-Verlag, 2013	156	2013
On the Stability of Continuous‐Time Portfolio Problems with Stochastic Opportunity Set R Korn, H Kraft Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004	98	2004
The Tara Oceans voyage reveals global diversity and distribution patterns of marine planktonic ciliates A Gimmler, R Korn, C de Vargas, S Audic, T Stoeck Scientific reports 6 (1), 33555, 2016	95	2016
Optimal impulse control when control actions have random consequences R Korn Mathematics of Operations Research 22 (3), 639-667, 1997	75	1997
An energy efficient FPGA accelerator for monte carlo option pricing with the heston model C De Schryver, I Shcherbakov, F Kienle, N Wehn, H Marxen, A Kostiuk, ... 2011 International Conference on Reconfigurable Computing and FPGAs, 468-474, 2011	71	2011
Continuous-time portfolio optimization under terminal wealth constraints R Korn, S Trautmann Zeitschrift für Operations Research 42, 69-92, 1995	71	1995
Worst-case scenario portfolio optimization: a new stochastic control approach R Korn, O Menkens Mathematical Methods of Operations Research 62, 123-140, 2005	68	2005
Optimal index tracking under transaction costs and impulse control IRC Buckley, R Korn International journal of theoretical and applied Finance 1 (03), 315-330, 1998	65	1998
Optimal portfolios under the threat of a crash R Korn, P Wilmott International Journal of Theoretical and Applied Finance 5 (02), 171-187, 2002	62	2002
Optimal portfolios with defaultable securities a firm value approach R Korn, H Kraft International Journal of Theoretical and Applied Finance 6 (08), 793-819, 2003	60	2003
Worst-case scenario investment for insurers R Korn Insurance: Mathematics and economics 36 (1), 1-11, 2005	59	2005
Asset allocation for a DC pension fund under regime switching environment R Korn, TK Siu, A Zhang European Actuarial Journal 1, 361-377, 2011	58	2011

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