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Runggaldier, Wolfgang J

Statistics Math-Net.Ru
Total publications: 2
Scientific articles: 2

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https://www.mathnet.ru/eng/person50214
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List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/151835

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  mathnet  mathscinet  zmath; Theory Probab. Appl., 44:4 (2000), 669–698  isi 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 172–182  isi 109

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