Recent advances in mathematical methods for finance
Callegaro, Giorgia, Fontana, Claudio, Grasselli, Martino, Runggaldier, Wolfgang J., Vargiolu, Tiziano
Published in Annals of operations research (01.05.2024)
Published in Annals of operations research (01.05.2024)
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Journal Article
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio, Pavarana, Simone, Runggaldier, Wolfgang J.
Published in Finance and stochastics (01.10.2023)
Published in Finance and stochastics (01.10.2023)
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Journal Article
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio, Runggaldier, Wolfgang J.
Published in Journal of mathematical economics (01.01.2021)
Published in Journal of mathematical economics (01.01.2021)
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Journal Article
Classical and restricted impulse control for the exchange rate under a stochastic trend model
Runggaldier, Wolfgang J., Yasuda, Kazuhiro
Published in Journal of economic dynamics & control (01.06.2018)
Published in Journal of economic dynamics & control (01.06.2018)
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Journal Article
On Classical and Restricted Impulse Stochastic Control for the Exchange Rate
Bertola, Giulio, Runggaldier, Wolfgang J., Yasuda, Kazuhiro
Published in Applied mathematics & optimization (01.10.2016)
Published in Applied mathematics & optimization (01.10.2016)
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Journal Article
Arbitrage and utility maximization in market models with an insider
Chau, Huy N., Runggaldier, Wolfgang J., Tankov, Peter
Published in Mathematics and financial economics (01.09.2018)
Published in Mathematics and financial economics (01.09.2018)
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Journal Article
On optimal investment in a reinsurance context with a point process market model
Edoli, Enrico, Runggaldier, Wolfgang J.
Published in Insurance, mathematics & economics (01.12.2010)
Published in Insurance, mathematics & economics (01.12.2010)
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Journal Article
Portfolio optimization in a defaultable market under incomplete information
Callegaro, Giorgia, Jeanblanc, Monique, Runggaldier, Wolfgang J.
Published in Decisions in economics and finance (01.11.2012)
Published in Decisions in economics and finance (01.11.2012)
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Journal Article