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Search: person:"Runggaldier, W."
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17
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Runggaldier, Wolfgang J.
43
Chiarella, Carl
5
Bhar, Ramaprasad
4
Platen, Eckhard
4
Runggaldier, W.
4
Björk, Tomas
3
Fontana, Claudio
3
Frey, Rüdiger
3
Gombani, Andrea
3
Kabanov, Jurij M.
3
Runggaldier, W.J.
3
Björk, T.
2
Callegaro, Giorgia
2
Kabanov, Y.
2
Pra, P.D.
2
Rudari, C.
2
Antonello, Michele
1
Biais, Bruno
1
Chau, Huy N.
1
Cipani, Luca
1
Corsi, Marco
1
DaiPra, Paolo
1
Di Masi, Giovanni B.
1
DiMasi, Giovanni
1
Edoli, Enrico
1
Finkbeiner, B.
1
Florio, Silvia
1
Fujimoto, Kazufumi
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Galesso, Giorgia
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Grbac, Zorana
1
Hernández-Lerma, O.
1
Jaschke, Stefan R.
1
Jeanblanc, Monique
1
Kaufman, G. M.
1
Livne, Z.
1
Lleo, Sébastien
1
Masi, G.Di
1
Mercurio, Fabio
1
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1
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Ekonomiska forskningsinstitutet <Stockholm>
2
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
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Asia-Pacific financial markets
4
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematical methods of operations research
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
International journal of theoretical and applied finance
3
Annals of operations research
2
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Applied mathematical finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Einführung in die Methode branch and bound : Unterlagen für einen Kurs des Instituts für Operations Research der ETH Zürich
1
European journal of operational research : EJOR
1
Handbook of heavy tailed distributions in finance
1
I. Oberwolfach-Tagung über Operations Research : 18. - 24. August 1968
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Lecture notes in mathematics
1
Lecture notes in mathematics <Berlin> / Subseries / Fondazione CIME, Firenze
1
Lectures given at the ... session of the Centro Internazionale Matematico Estivo (CIME) ..
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics
1
Mathematics and financial economics
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Oberwolfach
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
SSE/EFI Working Paper Series in Economics and Finance
1
Scandinavian actuarial journal
1
SpringerBriefs in quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economics of exploration for energy resources
1
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
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ECONIS (ZBW)
46
OLC EcoSci
5
RePEc
1
Showing
1
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10
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52
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1
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
2
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
3
An Italian perspective on the development of financial mathematics from 1992 to 2008
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 5-31
Persistent link: https://www.econbiz.de/10012796465
Saved in:
4
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
5
Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
6
Minimizing capital injections by investment and reinsurence for a piecewise deterministic reserve process model
Antonello, Michele
;
Cipani, Luca
;
Runggaldier, Wolfgang J.
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 907-932
Persistent link: https://www.econbiz.de/10011939796
Saved in:
7
Classical and restricted impulse control for the exchange rate under a stochastic trend model
Runggaldier, Wolfgang J.
;
Yasuda, Kazuhiro
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 369-390
Persistent link: https://www.econbiz.de/10011974210
Saved in:
8
Interest rate modeling : post-crisis challenges and approaches
Grbac, Zorana
;
Runggaldier, Wolfgang J.
-
2015
Persistent link: https://www.econbiz.de/10011699700
Saved in:
9
On multicurve models for the term structure
Morino, Laura
;
Runggaldier, Wolfgang J.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 275-290)
.
2014
Persistent link: https://www.econbiz.de/10011286581
Saved in:
10
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
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