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Jump-diffusion models
Runggaldier, Wolfgang J. - In: Handbook of heavy tailed distributions in finance, (pp. 169-209). 2003
Persistent link: https://www.econbiz.de/10001882067
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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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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000954868
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Option pricing for jump diffusions : approximations and their interpretation
Mercurio, Fabio - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10001333345
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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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Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio; Runggaldier, Wolfgang J. - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter - In: Options - 45 years since the publication of the …, (pp. 195-212). 2023
Persistent link: https://www.econbiz.de/10014366651
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Pricing and hedging gap risk
Tankov, Peter - In: The journal of computational finance 13 (2009/10) 3, pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
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Pricing and hedging in exponential Lévy models : review of recent results
Tankov, Peter - In: Paris Princeton lectures on mathematical finance 4 (2010), pp. 319-359
Persistent link: https://www.econbiz.de/10009356711