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Runggaldier, Wolfgang J.
34
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5
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4
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3
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3
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3
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Down-side risk minimization under prescribed consumption level
Nagai, Hideo
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10009655732
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2
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/10001428847
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3
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/10001490688
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4
Convergence of option values under incompleteness
Runggaldier, Wolfgang J.
-
1995
Persistent link: https://www.econbiz.de/10000927701
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5
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
6
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
7
Bond markets where prices are driven by a general marked point process
Björk, Tomas
;
Kabanov, Jurij M.
;
Runggaldier, Wolfgang J.
-
1995
Persistent link: https://www.econbiz.de/10000928616
Saved in:
8
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
Saved in:
9
On dynamic programming for sequential decision problems under a general form of uncertainty
DaiPra, Paolo
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10001217607
Saved in:
10
A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
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