RUNGGALDIER, WOLFGANG JOHANN
RUNGGALDIER, WOLFGANG JOHANN
A benchmark Approach to Portfolio Optimization under Partial Information
2007 E., Platen; Runggaldier, WOLFGANG JOHANN
A filtered no arbitrage model for term structures from noisy data
2005 A., Gombani; S. R., Jaschke; Runggaldier, WOLFGANG JOHANN
An Approximation Scheme for Stochastic Dynamic Optimization Problems.
1986 Andreatta, Giovanni; Runggaldier, WOLFGANG JOHANN
An Italian perspective on the development of financial mathematics from 1992 to 2008
2022 Runggaldier, Wj
Arbitrage concepts under trading restrictions in discrete-time financial markets
2021 Fontana, Claudio; Runggaldier, Wolfgang J.
Connections between stochastic control and dynamic games
1996 DAI PRA, Paolo; Lorenzo, Meneghini; Runggaldier, WOLFGANG JOHANN
Credit risk and incomplete information: filtering and EM parameter estimation.
2010 Fontana, Claudio; Runggaldier, WOLFGANG JOHANN
Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities
2004 M., Kirch; Runggaldier, WOLFGANG JOHANN
Explicit solutions for multivariate, discrete-time control problems under uncertainty
1998 DAI PRA, Paolo; L., Meneghini; Runggaldier, WOLFGANG JOHANN
Large portfolio losses: A dynamic contagion model
2009 DAI PRA, Paolo; Runggaldier, WOLFGANG JOHANN; Sartori, Elena; Tolotti, M.
On dynamic programming for sequential decision problems under a general form of uncertainty
1997 DAI PRA, Paolo; Runggaldier, WOLFGANG JOHANN; Cristina, Rudari
On optimal investment in a reinsurance context with a point process market model
2010 E., Edoli; Runggaldier, WOLFGANG JOHANN
Pathwise optimality for benchmark tracking
2004 DAI PRA, Paolo; Runggaldier, WOLFGANG JOHANN; Tolotti, M.
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
2010 Runggaldier, WOLFGANG JOHANN
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach
2006 R., Bhar; C., Chiarella; H., Hung; Runggaldier, WOLFGANG JOHANN