 | 2012 |
|---|
| 7 |       | Christian de Schryver,
Daniel Schmidt,
Norbert Wehn,
Elke Korn,
Henning Marxen,
Anton Kostiuk,
Ralf Korn:
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision.
Int. J. Reconfig. Comp. 2012: (2012) |
| 2011 |
|---|
| 6 | | Christian de Schryver,
Matthias Jung,
Norbert Wehn,
Henning Marxen,
Anton Kostiuk,
Ralf Korn:
Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing.
KES (4) 2011: 177-186 |
| 5 | | Christian de Schryver,
Ivan Shcherbakov,
Frank Kienle,
Norbert Wehn,
Henning Marxen,
Anton Kostiuk,
Ralf Korn:
An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model.
ReConFig 2011: 468-474 |
| 2010 |
|---|
| 4 | | Christian de Schryver,
Daniel Schmidt,
Norbert Wehn,
Elke Korn,
Henning Marxen,
Ralf Korn:
A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions.
ReConFig 2010: 190-195 |
| 2009 |
|---|
| 3 | | Ralf Korn:
Introduction to the Special Theme - Modern Mathematics for Finance and Economics.
ERCIM News 2009(78): (2009) |
| 2007 |
|---|
| 2 | | Ralf Korn,
Mogens Steffensen:
On Worst-Case Portfolio Optimization.
SIAM J. Control and Optimization 46(6): 2013-2030 (2007) |
| 2002 |
|---|
| 1 | | Ralf Korn,
Holger Kraft:
A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates.
SIAM J. Control and Optimization 40(4): 1250-1269 (2002) |
Data released under the ODC-BY 1.0 license — See also our legal information page