Narrow search
Showing 1 - 6 of 6
Cover Image
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang - In: Finance and stochastics 14 (2010) 4, pp. 495-527
Persistent link: https://www.econbiz.de/10008721029
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl; Kwon, Oh Kang - In: Finance and stochastics 5 (2001) 2, pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
Cover Image
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl; Kwon, Oh Kang - In: Finance and stochastics 5 (2001) 2, pp. 237-258
Persistent link: https://www.econbiz.de/10008217148