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Convergence of option values under incompleteness
Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000927701
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Bond markets where prices are driven by a general marked point process
Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000928616
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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732756
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On filtering in Markovian term structure models (an approximation approach)
Chiarella, Carl; Pasquali, Sara; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732804
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Filtering equity risk premia from derivative prices
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732811
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - 2002
Persistent link: https://www.econbiz.de/10001732830
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A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea; Jaschke, Stefan R.; Runggaldier, … - Weierstraß-Institut für Angewandte Analysis und Stochastik - 2002
Persistent link: https://www.econbiz.de/10001802389
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - 2007
Persistent link: https://www.econbiz.de/10003437596