Preprints of Wolfgang Runggaldier


List of preprints

  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'. Università di Roma 'La Sapienza', September 1998 (file.pdf).
  2. V. Prezioso, W. Runggaldier, Interest rate derivatives pricing when the short rate is a continuous time finite state Markov process. Preprint 2010. (file.pdf)
  3. C. Fontana, W.J. Runggaldier, Arbitrage concepts under trading restrictions in discrete-time financial markets. Preprint 2020. (file.pdf)

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