Concepedia
Statistics
Publications
4
Citations
104
H-Index
Active since
2005
Affiliations
Dublin City University(Current)
The University of Sydney
University of Kaiserslautern
Olaf Menkens is an author at Dublin City University specializing in business, economics, and stochastic control.
Publications per year
2005–2013
Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach
Ralf Korn, Olaf Menkens · Mathematical Methods of Operations Research · 2005 · 50 citations · Full text
Business, Decision Sciences, Investment Management +13
Worst-case-optimal dynamic reinsurance for large claims
Ralf Korn, Olaf Menkens, Mogens Steffensen · European Actuarial Journal · 2012 · 24 citations · Full text
Business, Insurance, Insurance Economics +10
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus
Zhaojun Yang, Christian‐Oliver Ewald, Olaf Menkens · Mathematical Methods of Operations Research · 2011 · 17 citations
Business, Economics, Finance +13
Asian and Australian options: A common perspective
Christian‐Oliver Ewald, Olaf Menkens, Sai Hung Marten Ting · Journal of Economic Dynamics and Control · 2013 · 13 citations · Full text
Social Sciences, Economics, Asian Studies +9
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