Browsing byAuthorRunggaldier, WJ
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
2005-01 | A benchmark approach to filtering in finance | Platen, E; Runggaldier, WJ |
2007-03-01 | A benchmark approach to portfolio optimization under partial information | Platen, E; Runggaldier, WJ |
2004-03 | Inferring the forward looking equity risk premium from derivative prices | Bhar, R; Chiarella, C; Runggaldier, WJ |
2002-01 | On Filtering in Markovian Term Structure Models | Chiarella, C; Pasquali, S; Runggaldier, WJ; Yong, J |
2001-12-01 | On filtering in Markovian term structure models: An approximation approach | Chiarella, C; Pasquali, S; Runggaldier, WJ |
2006-08 | The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach | Bhar, R; Chiarella, C; Hung, H; Runggaldier, WJ |