Wolfgang J. Runggaldier

Identifiers

• name variant Wolfgang J. Runggaldier 0.60 · backfill

Papers (4)

1. Derivative pricing for a multi-curve extension of the Gaussian, exponentially quadratic short rate model q-fin.PR · 2015 · author #3
2. On the Existence of Martingale Measures in Jump Diffusion Market Models q-fin.MF · 2015 · author #2
3. Diffusion-based models for financial markets without martingale measures q-fin.PM · 2012 · author #2
4. Large portfolio losses: A dynamic contagion model q-fin.RM · 2007 · author #2

Mentions

• 1209.4449 #2 · backfill · confidence 0.70 Wolfgang J. Runggaldier
• 0704.1348 #2 · backfill · confidence 0.70 Wolfgang J. Runggaldier

Frequent Coauthors

• Claudio Fontana 1 shared papers
• Elena Sartori 1 shared papers
• Jacopo Mancin 1 shared papers
• Laura Meneghello 1 shared papers
• Marco Tolotti 1 shared papers
• Paolo Dai Pra 1 shared papers
• Zorana Grbac 1 shared papers