Pathwise optimality for benchmark tracking von Pra, P.D., Runggaldier, W.J., Tolotti, M.

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Financial Mathematics: Lectures Given at the 3rd Session of the Centro Internazionale Matematico Estivo (C. I. M. E. ) Held in Bressanone, Italy, July 8-13 1996 von Biais, Bruno, Björk, Thomas, Cvitanic, Jaksa, El Karoui, Nicole, Jouini, Elyes, Rochet, J. C, Runggaldier, Wolfgang J

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Risk-minimizing hedging strategies under restricted information : The case of stochastic volatility models observable only at discrete random times von FREY, R, RUNGGALDIER, W. J

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Explicit solutions for multivariate, discrete-time control problems under uncertainty von Pra, P.Dai, Meneghini, L., Runggaldier, W.J.

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Stochastic Control and Pricing under Swap Measures von Cogo, R, Runggaldier, W.J, Gombani, A

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Nonlinear filters for linear models (a robust approach) von Liptser, R.Sh, Runggaldier, W.J.

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Combined filtering and parameter estimation: Approximations and robustness von Runggaldier, W.J., Visentin, C.

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On the ‘true’ value of a failure rate and related statistical issues von Clarotti, C.A., Runggaldier, W.J.

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Statistical reliability practice from sampling theory to stochastic filtering von Clarotti, C.A., Pugno, G.F., Runggaldier, W.J.

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Combined Filtering and Parameter Estimation for Discrete-time Systems Driven by Approximately White Gaussian Noise Disturbances von Runggaldier, W.J., Visentin, C.

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A generalized certainty-equivalence result in stochastic control von Runggaldier, W.J.

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A robustness result for stochastic control von Favero, G., Runggaldier, W.J.

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