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~isPartOf:"CoFE discussion papers"
~isPartOf:"Lecture Notes in Economics and Mathematical Systems"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Runggaldier, Wolfgang J."
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Optimal control problem"
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Stochastischer Prozess
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Runggaldier, Wolfgang J.
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CoFE discussion papers
Lecture Notes in Economics and Mathematical Systems
Mathematical finance : an international journal of mathematics, statistics and financial theory
Asia-Pacific financial markets
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Mathematical modeling and numerical methods in finance : special volume
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ECONIS (ZBW)
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Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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2
A stochastic control approach to risk management under restricted information
Runggaldier, Wolfgang J.
;
Zaccaria Ruggiu, Annapaola
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 277-288
Persistent link: https://www.econbiz.de/10002177738
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