The following pages link to Wolfgang J. Runggaldier (Q188408):
Displaying 50 items.
- On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
- On necessary conditions for the existence of finite-dimensional filters in discrete time (Q584214) (← links)
- (Q650765) (redirect page) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- On diffusion approximations for filtering (Q808521) (← links)
- Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
- (Q923031) (redirect page) (← links)
- Combined filtering and parameter estimation: Approximations and robustness (Q923033) (← links)
- Large portfolio losses: A dynamic contagion model (Q1009490) (← links)
- Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
- Logarithmic transformations for discrete-time, finite-horizon stochastic control problems (Q1105560) (← links)
- An approximation method for stochastic control problems with partial observation of the state - a method for constructing \(\in\)-optimal controls (Q1108258) (← links)
- Continuous-time approximations for the nonlinear filtering problem (Q1138527) (← links)
- On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516) (← links)
- Approximations for discrete-time adaptive control: Construction of \(\varepsilon\)-optimal controls (Q1176543) (← links)
- Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
- Explicit solutions for multivariate, discrete-time control problems under uncertainty (Q1274249) (← links)
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- On dynamic programming for sequential decision problems under a general form of uncertainty (Q1360872) (← links)
- Towards a general theory of bond markets (Q1367703) (← links)
- A robustness result for stochastic control (Q1603797) (← links)
- Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times (Q1809502) (← links)
- A Bayesian dynamic programming approach to optimal maintenance combined with burn-in (Q1819274) (← links)
- Numerical aspects of monotone approximations in convex stochastic control problems (Q1896450) (← links)
- Portfolio optimization in a defaultable market under incomplete information (Q1938900) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- A filtered no arbitrage model for term structures from noisy data (Q2485832) (← links)
- The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
- On control of two-scale stochastic systems with linear dynamics in the fast variables (Q2563991) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs (Q2638958) (← links)
- A Stochastic Control Approach to Risk Management Under Restricted Information (Q2707150) (← links)
- Diffusion Approximation and Optimal Stochastic Control (Q2711151) (← links)
- CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL (Q2851559) (← links)
- Monte Carlo Variance Reduction by Conditioning for Pricing with Underlying a Continuous-Time Finite State Markov Process (Q2940772) (← links)
- Interest Rate Modeling: Post-Crisis Challenges and Approaches (Q2950371) (← links)
- Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879) (← links)
- (Q3015768) (← links)
- Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653) (← links)
- (Q3030700) (← links)
