RUNGGALDIER, WOLFGANG JOHANN

RUNGGALDIER, WOLFGANG JOHANN  

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Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Statistica Matematica : Problemi ed esercizi risolti. 1983 ANDREATTA, GIOVANNIRUNGGALDIER, WOLFGANG JOHANN - - -
An Approximation Scheme for Stochastic Dynamic Optimization Problems. 1986 ANDREATTA, GIOVANNIRUNGGALDIER, WOLFGANG JOHANN MATHEMATICAL PROGRAMMING STUDY - -
On logarithmic and other transformations in stochastic control 1993 RUNGGALDIER, WOLFGANG JOHANNDE FRANCESCO, CARLA - - Proceedings of the 29th annual conference of the Operational Research Society of New Zealand
Connections between stochastic control and dynamic games 1996 DAI PRA, PAOLORUNGGALDIER, WOLFGANG JOHANN + MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS - -
On dynamic programming for sequential decision problems under a general form of uncertainty 1997 DAI PRA, PAOLORUNGGALDIER, WOLFGANG JOHANN + MATHEMATICAL METHODS OF OPERATIONS RESEARCH - -
Explicit solutions for multivariate, discrete-time control problems under uncertainty 1998 DAI PRA, PAOLORUNGGALDIER, WOLFGANG JOHANN + SYSTEMS & CONTROL LETTERS - -
A Bayesian adaptive control approach to risk management in a binomial model 2002 RUNGGALDIER, WOLFGANG JOHANNVARGIOLU, TIZIANO + - - Progress in Probability Vol. 52 (Seminar on Stochastic Analysis, Random Fields and Applications)
Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities 2004 RUNGGALDIER, WOLFGANG JOHANN + SIAM JOURNAL ON CONTROL AND OPTIMIZATION - -
Pathwise optimality for benchmark tracking 2004 DAI PRA, PAOLORUNGGALDIER, WOLFGANG JOHANN + IEEE TRANSACTIONS ON AUTOMATIC CONTROL - -
A filtered no arbitrage model for term structures from noisy data 2005 RUNGGALDIER, WOLFGANG JOHANN + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach 2006 RUNGGALDIER, WOLFGANG JOHANN + AUTOMATICA - -
A benchmark Approach to Portfolio Optimization under Partial Information 2007 RUNGGALDIER, WOLFGANG JOHANN + ASIA PACIFIC FINANCIAL MARKETS - -
Large portfolio losses: A dynamic contagion model 2009 DAI PRA, PAOLORUNGGALDIER, WOLFGANG JOHANNSARTORI, ELENA + THE ANNALS OF APPLIED PROBABILITY - -
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach 2010 RUNGGALDIER, WOLFGANG JOHANN FINANCE AND STOCHASTICS - -
On optimal investment in a reinsurance context with a point process market model 2010 RUNGGALDIER, WOLFGANG JOHANN + INSURANCE MATHEMATICS & ECONOMICS - -
Credit risk and incomplete information: filtering and EM parameter estimation. 2010 FONTANA, CLAUDIORUNGGALDIER, WOLFGANG JOHANN INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE - -
Diffusion-based models for financial markets without martingale measures 2013 Claudio FontanaWolfgang J. Runggaldier - - Risk measures and attitudes
Arbitrage concepts under trading restrictions in discrete-time financial markets 2021 Fontana, ClaudioRunggaldier, Wolfgang J. JOURNAL OF MATHEMATICAL ECONOMICS - -