Wolfgang J. Runggaldier

Author

Also Known As

Runggaldier, Wolfgang J., W. J. Runggaldier, W.J. Runggaldier, WOLFGANG J. RUNGGALDIER, Wolfgang J Runggaldier, Wolfgang J. Runggaldier

149

Publications

Citations

H-Index

Concepts

All Affiliations

University of Padua University of Technology Sydney University of Zurich Centro di Ricerca in Matematica Pura ed Applicata UNSW Sydney

About

Wolfgang J. Runggaldier is an author at University of Padua specializing in engineering, business, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	19	698
2	Engineering	13	16	718
3	Management	5	5	157
4	Arts	1	1	169
5	Accounting	1	1	76

Wolfgang J. Runggaldier

Publications

1.2K

Citations

H-Index

Page 1

	Year	Citations
Mean-Variance Hedging of Options on Stocks with Markov Volatilities Giovanni B. Di Masi, Yu. M. Kabanov, Wolfgang J. Runggaldier Theory of Probability and Its Applications Volatility ModelingOption PricingMultivariate Stochastic VolatilityAsset PricingEngineering	1995	198
Connections between stochastic control and dynamic games Paolo Dai Pra, Lorenzo Meneghini, Wolfgang J. Runggaldier Mathematics of Control Signals and Systems Differential GameStochastic GameGame TheoryStochastic SystemsStochastic Control	1996	169
A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA Rüdiger Frey, Wolfgang J. Runggaldier International Journal of Theoretical and Applied Finance State EstimationVolatility ModelingNonlinear FilteringAsset PricingData Science	2001	101
Large portfolio losses: A dynamic contagion model Paolo Dai Pra, Wolfgang J. Runggaldier, Elena Sartori, The Annals of Applied Probability Financial Risk ManagementPortfolio ManagementFinancial Network AnalysisCredit RiskAsset Pricing	2009	76
Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process Boris Miller, Wolfgang J. Runggaldier Systems & Control Letters State EstimationStochastic Hybrid SystemLinear SystemsNonlinear FilteringEngineering	1997	55
An approximation for the nonlinear filtering problem, with error bound<sup>†</sup> G. B. Dl Masi, Maurizio Pratelli, Wolfgang J. Runggaldier Stochastics Numerical AnalysisAdaptive FilterNonlinear FilteringNonlinear Filtering ProblemEngineering	1985	52
Optimization of Observations: a Stochastic Control Approach Boris Miller, Wolfgang J. Runggaldier SIAM Journal on Control and Optimization Stochastic Hybrid SystemEngineeringStochastic OptimizationUncertainty QuantificationStochastic System	1997	42
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times Rüdiger Frey, Wolfgang J. Runggaldier Mathematical Methods of Operations Research Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingOption Pricing	1999	41
Continuous-time approximations for the nonlinear filtering problem Giovanni B. Di Masi, Wolfgang J. Runggaldier Applied Mathematics & Optimization EngineeringNonlinear FilteringFiltering TechniqueApproximation MethodInverse Problems	1981	40
On measure transformations for combined filtering and parameter estimation in discrete time Giovanni B. Di Masi, Wolfgang J. Runggaldier Systems & Control Letters State EstimationStatistical Signal ProcessingMeasure TransformationsEngineeringFiltering Technique	1982	39

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