Wolfgang Runggaldier
Università degli Studi di Padova
H-index: 31
Europe-Italy
Top articles of Wolfgang Runggaldier
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Recent advances in mathematical methods for finance | Giorgia Callegaro Claudio Fontana Martino Grasselli Wolfgang J Runggaldier Tiziano Vargiolu | 2024/4/4 | |
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation | European Journal of Operational Research | Sébastien Lleo Wolfgang J Runggaldier | 2024/2/1 |
A stochastic control perspective on term structure models with roll-over risk | Finance and Stochastics | Claudio Fontana Simone Pavarana Wolfgang J Runggaldier | 2023/10 |
A Stochastic Control Perspective on Roll-Over Risk in Term Structure Models | Available at SSRN 4412350 | Claudio Fontana Simone Pavarana Wolfgang J Runggaldier | 2023/4/7 |
An Italian perspective on the development of financial mathematics from 1992 to 2008 | Finance and Stochastics | Wolfgang J Runggaldier | 2022/1 |
Arbitrage concepts under trading restrictions in discrete-time financial markets | Journal of Mathematical Economics | Claudio Fontana Wolfgang J Runggaldier | 2021/1/1 |
