Contingent claim valuation in a market with different interest rates. - Ralf Korn (Math. Methods Oper. Res., 1995)

Continuous-time portfolio optimization under terminal wealth constraints. - Ralf Korn; Siegfried Trautmann (Math. Methods Oper. Res., 1995)

Value preserving portfolio strategies in continuous-time models. - Ralf Korn (Math. Methods Oper. Res., 1997)

Optimal Impulse Control When Control Actions Have Random Consequences. - Ralf Korn (Math. Oper. Res., 1997)

Portfolio optimisation with strictly positive transaction costs and impulse control. - Ralf Korn (Finance Stochastics, 1998)

Value preserving portfolio strategies and the minimal martingale measure. - Ralf Korn (Math. Methods Oper. Res., 1998)

Some applications of impulse control in mathematical finance. - Ralf Korn (Math. Methods Oper. Res., 1999)

On value preserving and growth optimal portfolios. - Ralf Korn; Manfred Schäl (Math. Methods Oper. Res., 1999)

A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates. - Ralf Korn; Holger Kraft (SIAM J. Control. Optim., 2002)

Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. - Ralf Korn (Math. Methods Oper. Res., 2004)

Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach. - Ralf Korn; Olaf Menkens (Math. Methods Oper. Res., 2005)

On Worst-Case Portfolio Optimization. - Ralf Korn; Mogens Steffensen (SIAM J. Control. Optim., 2007)

Optimal portfolios: new variations of an old theme. - Ralf Korn (Comput. Manag. Sci., 2008)

Introduction to the Special Theme - Modern Mathematics for Finance and Economics. - Ralf Korn (ERCIM News, 2009)

Editorial. - Ralf Korn; Martin Schweizer (Finance Stochastics, 2009)

A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions. - Christian de Schryver; Daniel Schmidt 001; Norbert Wehn; Elke Korn; Henning Marxen; Ralf Korn (ReConFig, 2010)

Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing. - Christian de Schryver; Matthias Jung 001; Norbert Wehn; Henning Marxen; Anton Kostiuk; Ralf Korn (KES (4), 2011)

An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model. - Christian de Schryver; Ivan Shcherbakov; Frank Kienle; Norbert Wehn; Henning Marxen; Anton Kostiuk; Ralf Korn (ReConFig, 2011)

Algorithmic complexity in the heston model: an implementation view. - Henning Marxen; Anton Kostiuk; Ralf Korn; Christian de Schryver; Stephan Wurm; Ivan Shcherbakov; Norbert Wehn (WHPCF@SC, 2011)

A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision. - Christian de Schryver; Daniel Schmidt 001; Norbert Wehn; Elke Korn; Henning Marxen; Anton Kostiuk; Ralf Korn (Int. J. Reconfigurable Comput., 2012)

The optimal-drift model: an accelerated binomial scheme. - Ralf Korn; Stefanie Müller 004 (Finance Stochastics, 2013)

Efficient basket Monte Carlo option pricing via a simple analytical approximation. - Ralf Korn; Serkan Zeytun (J. Comput. Appl. Math., 2013)

Mixed precision multilevel Monte Carlo on hybrid computing systems. - Christian Brugger; Christian de Schryver; Norbert Wehn; Steffen Omland; Mario Hefter; Klaus Ritter 001; Anton Kostiuk; Ralf Korn (CIFEr, 2014)

Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems. - Christian Brugger; Javier Alejandro Varela; Norbert Wehn; Songyin Tang; Ralf Korn (DATE, 2015)

Optimization strategies for portable code for Monte Carlo-based value-at-risk systems. - Javier Alejandro Varela; Claus Kestel; Christian de Schryver; Norbert Wehn; Sascha Desmettre; Ralf Korn (WHPCF@SC, 2015)

Robust worst-case optimal investment. - Sascha Desmettre; Ralf Korn; Peter Ruckdeschel; Frank Thomas Seifried (OR Spectr., 2015)

Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL. - Javier Alejandro Varela; Norbert Wehn; Sascha Desmettre; Ralf Korn (PyHPC@SC, 2017)

Stochastic impulse control with regime-switching dynamics. - Ralf Korn; Yaroslav Melnyk; Frank Thomas Seifried (Eur. J. Oper. Res., 2017)

Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. - Büsra Zeynep Temoçin; Ralf Korn; A. Sevtap Selcuk-Kestel (Ann. Oper. Res., 2018)

Constant proportion portfolio insurance in defined contribution pension plan management. - Büsra Zeynep Temoçin; Ralf Korn; A. Sevtap Selcuk-Kestel (Ann. Oper. Res., 2018)

Pricing barrier options in the Heston model using the Heath-Platen estimator. - Sema Coskun; Ralf Korn (Monte Carlo Methods Appl., 2018)

Portfolio optimization with early announced discrete dividends. - Sascha Desmettre; Sarah Grün; Ralf Korn (Oper. Res. Lett., 2018)

Copula & Marginal Flows: Disentangling the Marginal from its Joint. - Magnus Wiese; Robert Knobloch; Ralf Korn (CoRR, 2019)

Quant GANs: Deep Generation of Financial Time Series. - Magnus Wiese; Robert Knobloch; Ralf Korn; Peter Kretschmer (CoRR, 2019)

Worst-case portfolio optimization in discrete time. - Lihua Chen; Ralf Korn (Math. Methods Oper. Res., 2019)

Optimal control of electricity input given an uncertain demand. - Simone Göttlich; Ralf Korn; Kerstin Lux (Math. Methods Oper. Res., 2019)

A lower bound for the ELBO of the Bernoulli Variational Autoencoder. - Robert Sicks; Ralf Korn; Stefanie Schwaar (CoRR, 2020)

A Generalised Linear Model Framework for Variational Autoencoders based on Exponential Dispersion Families. - Robert Sicks; Ralf Korn; Stefanie Schwaar (CoRR, 2020)

Estimating the Value-at-Risk by Temporal VAE. - Robert Sicks; Stefanie Grimm; Ralf Korn; Ivo Richert (CoRR, 2021)

Multi-Asset Spot and Option Market Simulation. - Magnus Wiese; Ben Wood; Alexandre Pachoud; Ralf Korn; Hans Buehler; Phillip Murray; Lianjun Bai (CoRR, 2021)

A Generalised Linear Model Framework for β-Variational Autoencoders based on Exponential Dispersion Families. - Robert Sicks; Ralf Korn; Stefanie Schwaar (J. Mach. Learn. Res., 2021)

Sig-Splines: universal approximation and convex calibration of time series generative models. - Magnus Wiese; Phillip Murray; Ralf Korn (CoRR, 2023)

A Comprehensive guide to Generative Adversarial Networks (GANs) and application to individual electricity demand. - Bilgi Yilmaz; Ralf Korn (Expert Syst. Appl., 2024)

Ruin probability for heavy-tailed and dependent losses under reinsurance strategies. - Bükre Yildirim Külekci; Ralf Korn; A. Sevtap Selcuk-Kestel (Math. Comput. Simul., 2024)