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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
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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
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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
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
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Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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The value of informational arbitrage
Chau, Huy N.; Cosso, Andrea; Fontana, Claudio - In: Finance and stochastics 24 (2020) 2, pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
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Robust utility maximisation in markets with transaction costs
Chau, Huy N.; Rásonyi, Miklós - In: Finance and stochastics 23 (2019) 3, pp. 677-696
Persistent link: https://www.econbiz.de/10012023760
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Towards a general theory of bond markets
Björk, T.; Masi, G.Di; Kabanov, Y.; Runggaldier, W. - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10008219554
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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
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10008785538