검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
On Classical and Restricted Impulse Stochastic Control for the Exchange Rate Bertola G, Runggaldier WJ, Yasuda K Applied Mathematics and Optimization, 74(2), 423, 2016 |
| 2 |
Expected Power-Utility Maximization Under Incomplete Information and with Cox-Process Observations Fujimoto K, Nagai H, Runggaldier WJ Applied Mathematics and Optimization, 67(1), 33, 2013 |
| 3 |
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach Bhar R, Chiarella C, Hing HB, Runggaldier WJ Automatica, 42(8), 1381, 2006 |
| 4 |
Pathwise optimality for benchmark tracking Pra PD, Runggaldier WJ, Tolotti M IEEE Transactions on Automatic Control, 49(3), 386, 2004 |
| 5 |
Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities Kirch M, Runggaldier WJ SIAM Journal on Control and Optimization, 43(4), 1174, 2004 |
| 6 |
Optimization of Observations - A Stochastic-Control Approach Miller BM, Runggaldier WJ SIAM Journal on Control and Optimization, 35(3), 1030, 1997 |
| 7 |
Deterministic Approximation for Stochastic-Control Problems Liptser RS, Runggaldier WJ, Taksar M SIAM Journal on Control and Optimization, 34(1), 161, 1996 |