Runggaldier, Wolfgang J. - Dipartimento di Matematica Pura e Applicata, Universit� degli Studi di Padova

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Runggaldier, Wolfgang J. - Dipartimento di Matematica Pura e Applicata, Universit� degli Studi di Padova

Nonlinear Filtering in Models for Interest-Rate and Credit Risk
Credit risk and incomplete information: filtering and EM parameter estimation
PDE approach to utility maximization for mar-ket models with hidden Markov factors
Pricing Credit Derivatives under Incomplete Information: a Nonlinear-Filtering Approach
October 16, 2006 12:40 Proceedings Trim Size: 9in x 6in Ritsumeikan1ru Affine credit risk models under incomplete
ON STOCHASTIC CONTROL IN FINANCE WOLFGANG J. RUNGGALDIER
On Optimal Investment in a Reinsurance Context with a Point Process Market Model
Pricing Without Equivalent Martingale Measures Under Complete and Incomplete
Construction of discrete time models admitting a finite dimensional filter
Curriculum of RUNGGALDIER Wolfgang Johann
Market models Wolfgang Runggaldier
Pathwise optimality for benchmark Paolo Dai Pra
Stochastic Finance 2004 Autumn School & International Conference
A Benchmark Approach to Filtering in Finance
A filtered no arbitrage model for term structures from noisy data
Approximation by quantization of the filter process and applications to optimal stopping problems under partial
The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing -A Dynamic Bayesian
ESAIM: Probability and Statistics Will be set by the publisher URL: http://www.emath.fr/ps/
Stochastic filtering concerns the estimation of the state of a randomly evolving system that is only indirectly observed and
Contemporary Mathematics Estimation via stochastic filtering in financial market models
EFFICIENT HEDGING WHEN ASSET PRICES FOLLOW A GEOMETRIC POISSON PROCESS WITH UNKNOWN INTENSITIES
Numerical Approximation by Quantization of Control Problems in Finance under Partial Observations
Interest Rate Modeling Wolfgang Runggaldier
A Benchmark Approach to Portfolio Optimization under Partial Information
JumpDi#usion models Wolfgang J. Runggaldier
Portfolio Optimization in Discontinuous Markets under Incomplete Information