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Runggaldier, Wolfgang J.
79  Ergebnisse:
Personensuche X
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1

Recent advances in mathematical methods for finance:

Callegaro, Giorgia ; Fontana, Claudio ; Grasselli, Martino..
Annals of Operations Research.  336 (2024)  1-2 - p. 1-2 , 2024
Link: https://doi.org/10.1007/..
 
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2

On the separation of estimation and control in risk-sensiti..:

Lleo, Sébastien ; Runggaldier, Wolfgang J.
European Journal of Operational Research.  316 (2024)  1 - p. 200-214 , 2024
Link: https://doi.org/10.1016/..
 
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3

A stochastic control perspective on term structure models w..:

Fontana, Claudio ; Pavarana, Simone ; Runggaldier, Wolfgang J.
Finance and Stochastics.  27 (2023)  4 - p. 903-932 , 2023
Link: https://doi.org/10.1007/..
 
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4

Arbitrage concepts under trading restrictions in discrete-t..:

Fontana, Claudio ; Runggaldier, Wolfgang J.
Journal of Mathematical Economics.  92 (2021)  - p. 66-80 , 2021
Link: https://doi.org/10.1016/..
 
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5

An Italian perspective on the development of financial math..:

Runggaldier, Wolfgang J.
Finance and Stochastics.  26 (2021)  1 - p. 5-31 , 2021
Link: https://doi.org/10.1007/..
 
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6

Arbitrage and utility maximization in market models with an..:

Chau, Huy N. ; Runggaldier, Wolfgang J. ; Tankov, Peter
Mathematics and Financial Economics.  12 (2018)  4 - p. 589-614 , 2018
Link: https://doi.org/10.1007/..
 
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7

Minimizing capital injections by investment and reinsurance..:

Antonello, Michele ; Cipani, Luca ; Runggaldier, Wolfgang J.
Scandinavian Actuarial Journal.  2018 (2018)  10 - p. 907-932 , 2018
Link: https://doi.org/10.1080/..
 
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8

Classical and restricted impulse control for the exchange r..:

Runggaldier, Wolfgang J. ; Yasuda, Kazuhiro
Journal of Economic Dynamics and Control.  91 (2018)  - p. 369-390 , 2018
Link: https://doi.org/10.1016/..
 
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9

Derivative Pricing for a Multi-curve Extension of the Gauss..:

, In: Innovations in Derivatives Markets; Springer Proceedings in Mathematics & Statistics,
Grbac, Zorana ; Meneghello, Laura ; Runggaldier, Wolfgang J. - p. 191-226 , 2016
Link: https://doi.org/10.1007/..
 
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10

On Classical and Restricted Impulse Stochastic Control for ..:

Bertola, Giulio ; Runggaldier, Wolfgang J. ; Yasuda, Kazuhiro
Applied Mathematics & Optimization.  74 (2015)  2 - p. 423-454 , 2015
Link: https://doi.org/10.1007/..
 
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11

Monte Carlo Variance Reduction by Conditioning for Pricing ..:

Montes, Juan Miguel ; Prezioso, Valentina ; Runggaldier, Wolfgang J.
SIAM Journal on Financial Mathematics.  5 (2014)  1 - p. 557-580 , 2014
Link: https://doi.org/10.1137/..
 
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12

Expected Log-Utility Maximization Under Incomplete Informat..:

Fujimoto, Kazufumi ; Nagai, Hideo ; Runggaldier, Wolfgang J.
Asia-Pacific Financial Markets.  21 (2013)  1 - p. 35-66 , 2013
Link: https://doi.org/10.1007/..
 
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13

Expected Power-Utility Maximization Under Incomplete Inform..:

Fujimoto, Kazufumi ; Nagai, Hideo ; Runggaldier, Wolfgang J.
Applied Mathematics & Optimization.  67 (2012)  1 - p. 33-72 , 2012
Link: https://doi.org/10.1007/..
 
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14

ARBITRAGE‐FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY ..:

Gombani, Andrea ; Runggaldier, Wolfgang J.
Mathematical Finance.  23 (2012)  4 - p. 659-686 , 2012
Link: https://doi.org/10.1111/..
 
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15

Portfolio optimization in a defaultable market under incomp..:

Callegaro, Giorgia ; Jeanblanc, Monique ; Runggaldier, Wolfgang J.
Decisions in Economics and Finance.  35 (2011)  2 - p. 91-111 , 2011
Link: https://doi.org/10.1007/..
 
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