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Theory
Theorie
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Runggaldier, Wolfgang J.
31
Platen, Eckhard
4
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3
Björk, Tomas
3
Chiarella, Carl
3
Frey, Rüdiger
3
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3
Fontana, Claudio
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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International journal of theoretical and applied finance
3
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3
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2
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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1
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1
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
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Down-side risk minimization under prescribed consumption level
Nagai, Hideo
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10009655732
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2
Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000895003
Saved in:
3
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
4
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
5
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
6
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
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7
On optimal investment in a reinsurance context with a point process market model
Edoli, Enrico
;
Runggaldier, Wolfgang J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 315-326
Persistent link: https://www.econbiz.de/10008747042
Saved in:
8
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
9
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
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10
Pricing without equivalent martingale measures under complete and incomplete observation
Galesso, Giorgia
;
Runggaldier, Wolfgang J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 99-121)
.
2010
Persistent link: https://www.econbiz.de/10008749298
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