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Runggaldier, Wolfgang J.
7
Gombani, Andrea
3
Björk, Tomas
2
Bhar, Ramaprasad
1
Chiarella, Carl
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Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied mathematical finance
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Finance and stochastics
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Mathematical methods of operations research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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/10010161820
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2
Some system theoretic aspects of interest rate theory
Björk, Tomas
;
Christensen, Bent Jesper
;
Gombani, Andrea
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 17-24
Persistent link: https://www.econbiz.de/10006919616
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3
Minimal realizations of interest rate models
Björk, Tomas
;
Gombani, Andrea
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10008218047
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4
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10006626460
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5
Concepts and methods for discrete andcontinuous time control under uncertainty
Runggaldier, Wolfgang J.
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10006919615
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6
A Stochastic Control Approach to Risk Management under Restricted Information
Runggaldier, Wolfgang J.
;
Zaccaria, Anna
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 277-288
Persistent link: https://www.econbiz.de/10008217827
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7
PAPERS - On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10008218042
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8
Inferring the forward looking equity risk premium from derivative price
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10009949803
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9
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. 315-327
Persistent link: https://www.econbiz.de/10008717977
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