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W.J. Runggaldier
Information about the author W.J. Runggaldier will soon be added to the site.
Found
3 papers
in total
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Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
1999
We consider a market where the price of the risky asset follows a stochastic...
Numerical aspects of monotone approximations in convex stochastic control problems
1995
The paper concerns a numerical study of the performance of an approximate algorithm...
On the construction of ℝà-optimal strategies in partially observed MDPs
1991
The purpose of the paper is to give a survey of methods, partly derived by the author...
Papers per page:
6 Papers
12 Papers
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36 Papers
48 Papers
