Recent Research Papers of Wolfgang Runggaldier

List of preprints (file.ps)

1. E.D'Ambrosio, W.J.Runggaldier, F.Spizzichino, Construction of discrete time models admitting a finite dimensional filter: an approach based on the inverse Laplace transform, Report 32/98, Dipartimento di Matematica "Guido Castelnuovo", Universita' di Roma "La Sapienza", (September 1998). (file.ps)
2. W.J. Runggaldier, F. Spizzichino, Sufficient conditions for finite-dimensionality of filters in discrete time : a Laplace transform-based approach. To appear in Bernoulli (file.ps).

3. R. Frey, W.J. Runggaldier, A Nonlinear Filtering Approach to Volatility Estimation with a View Towards High Frequency Data. To appear in IJTAF(file.ps).

4. S. Pasquali, W.J. Runggaldier, Approximations of a controlled diffusion model for renewable resource exploitation. To appear in : "Markov Processes and Controlled Markov Chains", Filar,Chen and Zhenting eds., Kluwer. (file.ps).

5. W.J. Runggaldier, B. Trivellato, T. Vargiolu, A Bayesian adaptive control approach to risk management in a binomial model. To appear in the proceedings of the Ascona '99 Seminar on Stochastic Analysis, Random Fields and Applications (file.ps).
6. A.Gombani, W.J. Runggaldier, A filtering approach to pricing in multifactor term structure models. To appear in IJTAF (file.ps).
7. W.J. Runggaldier, Adaptive and robust control procedures for risk minimization under uncertainty, to appear in AB60, IOS Press (file.ps) (Figure) .
8. G.Favero, W.J. Runggaldier, A robustness result for stochastic control. Preprint (file.ps).
9. W.J. Runggaldier, Sugli sviluppi della matematica applicata in un settore interdisciplinare : la finanza matematica. Submitted to B.U.M.I., Sez. A.

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