Runggaldier, Wolfgang J.
Runggaldier, W. J. (Wolfgang J.)
Runggaldier, Wolfgang J., 19..-....
Runggaldier, W.J.
Runggaldier, W.
Wolfgang J. Runggaldier
VIAF ID: 61807101 ( Personal )
Permalink: http://viaf.org/viaf/61807101
Preferred Forms
- 200 _ | ‡a Runggaldier ‡b Wolfgang J.
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- 100 1 0 ‡a Runggaldier, W. J. ‡q (Wolfgang J.)
- 100 1 _ ‡a Runggaldier, W. J. ‡q (Wolfgang J.)
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- 100 1 _ ‡a Runggaldier, W.J.
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- 100 1 _ ‡a Runggaldier, Wolfgang J.
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- 100 1 _ ‡a Runggaldier, Wolfgang J., ‡d 19..-....
- 100 0 _ ‡a Wolfgang J. Runggaldier
4xx's: Alternate Name Forms (10)
Works
Title | Sources |
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Advanced financial modelling | |
Approximations of discrete time partially observed control problems | |
Bond markets where prices are driven by a general marked point process | |
Convergence of option values under incompleteness | |
filtered no arbitage model for term structures from noisy data | |
Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 | |
Financial mathematics : theory and problems for multi-period models | |
Hedging of options under discrete observation on assets with stochastic volatility | |
Interest rate modeling : post-crisis challenges and approaches | |
Modèles de risque de crédit en information partielle. | |
Nearly optimal controls for stochastic ergodic problems with partial observation | |
Stochastic processes : applications in mathematical economics-finance : proceedings of the 15th course of the International School of Mathematics 《G. Stampacchia》 Erice-Sicily : 14-22 May 1992 | |
Valuation and portfolio optimization in a jump diffusion model under partial observation : theoretical and numerical aspects. |