|
|
Publications in Math-Net.Ru |
Citations |
|
1999 |
1. |
R. Liptser, W. J. Runggaldier, M. I. Taksar, “Diffusion approximation and optimal stochastic control”, Teor. Veroyatnost. i Primenen., 44:4 (1999), 705–737 ; Theory Probab. Appl., 44:4 (2000), 669–698 |
7
|
|
1994 |
2. |
G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier, “Mean-variance Hedging of options on stocks with Markov volatilities”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 211–222 ; Theory Probab. Appl., 39:1 (1994), 172–182 |
109
|
|
Organisations |
|
|