//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Arbitrage and utility maximiza...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
49
Theory
49
Stochastic process
33
Stochastischer Prozess
33
Portfolio selection
25
Portfolio-Management
25
Option pricing theory
24
Optionspreistheorie
24
Hedging
14
Risiko
13
Risk
13
Yield curve
13
Zinsstruktur
13
CAPM
10
Volatility
10
Volatilität
10
Incomplete information
8
Derivat
7
Derivative
7
Control theory
6
Finanzmathematik
6
Investition
6
Investment
6
Kontrolltheorie
6
Portfolio optimization
6
Unvollkommene Information
6
Arbitrage
5
Arbitrage Pricing
5
Arbitrage pricing
5
Climate change
5
Electricity price
5
Financial market
5
Finanzmarkt
5
Interest rate
5
Klimawandel
5
Markov chain
5
Markov-Kette
5
Scenario analysis
5
Strompreis
5
Szenariotechnik
5
more ...
less ...
Online availability
All
Free
69
Undetermined
46
CC license
2
Type of publication
All
Article
114
Book / Working Paper
76
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
2
Conference proceedings
2
Forschungsbericht
2
Konferenzschrift
2
Sammelwerk
2
Article
1
Conference paper
1
Konferenzbeitrag
1
research-article
1
more ...
less ...
Language
All
English
108
Undetermined
77
French
3
German
2
Author
All
Tankov, Peter
86
Runggaldier, Wolfgang J.
68
Runggaldier, Wolfgang
24
Chiarella, Carl
13
Cont, Rama
9
Fontana, Claudio
9
Pham, Huyên
9
Bhar, Ramaprasad
8
Frey, Rüdiger
8
Platen, Eckhard
8
Warin, Xavier
8
Björk, Tomas
7
Bernhart, Marie
6
Chau, Huy N.
5
Féron, Olivier
5
Gombani, Andrea
5
Zerbib, Olivier David
5
Callegaro, Giorgia
4
Cretarola, Alessandra
4
De Franco, Carmine
4
Gozzi, Fausto
4
Kabanov, Yuri
4
Raynaud, Julie
4
Runggaldier, W.
4
Tinsi, Laura
4
Bhar, Ram
3
De Angelis, Tiziano
3
Drobinski, Philippe
3
Edoli, Enrico
3
Flora, Maria
3
Florio, Silvia
3
Grbac, Zorana
3
Kabanov, Jurij M.
3
Le Guenedal, Théo
3
Rudari, Cristina
3
Zaccaria, Anna
3
Alonzo, Bastien
2
Björk, T.
2
Cosso, Andrea
2
Dumitrescu, Roxana
2
more ...
less ...
Institution
All
arXiv.org
20
Finance Discipline Group, Business School
5
HAL
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
EconWPA
1
National Bureau of Economic Research
1
University of Bonn, Germany
1
Université Paris-Dauphine (Paris IX)
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Published in...
All
Papers / arXiv.org
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Finance and stochastics
10
Asia-Pacific Financial Markets
5
Asia-Pacific financial markets
5
Insurance / Mathematics & economics
5
International journal of theoretical and applied finance
5
Mathematical Finance
5
Research Paper Series / Finance Discipline Group, Business School
5
Stochastic Processes and their Applications
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
The journal of computational finance
4
Working Papers / HAL
4
Applied mathematical finance
3
Finance and Stochastics
3
Insurance: Mathematics and Economics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Mathematical methods of operations research
3
Studies in Nonlinear Dynamics & Econometrics
3
Computational Statistics
2
Mathematical Methods of Operations Research
2
Mathematics and financial economics
2
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
2
SSE/EFI Working Paper Series in Economics and Finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Série des documents de travail
2
Working paper series in economics and finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied Mathematical Finance
1
Applied mathematics monographs
1
Carlo Alberto notebooks
1
Chapman & Hall/CRC financial mathematics series
1
Columbia University Center for Financial Engineering, Financial Engineering Report
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion Paper Serie B
1
Discussion paper / B
1
Economics Papers from University Paris Dauphine
1
more ...
less ...
Source
All
ECONIS (ZBW)
103
RePEc
68
OLC EcoSci
15
USB Cologne (EcoSocSci)
2
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
190
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Verallgemeinerung auf gemischt-ganzzahlige Programmierung
Runggaldier, Wolfgang J.
- In:
Einführung in die Methode branch and bound : …
,
(pp. 107-142)
.
1968
Persistent link: https://www.econbiz.de/10003665941
Saved in:
2
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
Saved in:
3
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
Saved in:
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/10001428847
Saved in:
5
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
Saved in:
6
Convergence of option values under incompleteness
Runggaldier, Wolfgang J.
-
1995
Persistent link: https://www.econbiz.de/10000927701
Saved in:
7
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
8
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->