| Bond market structure in the presence of marked point processes T Björk, Y Kabanov, W Runggaldier Mathematical Finance 7 (2), 211-239, 1997 | 459 | 1997 |
| Nonlinear filtering RS Bucy, GB DI MASI, WJ RUNGGALDIER, B BORAZZI, ... Nonlinear Stochastic Problems 104, 256, 2012 | 291 | 2012 |
| Towards a general theory of bond markets T Björk, G Di Masi, Y Kabanov, W Runggaldier Finance and Stochastics 1, 141-174, 1997 | 287 | 1997 |
| Mean-variance hedging of options on stocks with Markov volatilities GB Di Masi, YM Kabanov, WJ Runggaldier Theory of Probability & Its Applications 39 (1), 172-182, 1995 | 282 | 1995 |
| Connections between stochastic control and dynamic games P Dai Pra, L Meneghini, WJ Runggaldier Mathematics of Control, Signals and Systems 9, 303-326, 1996 | 196 | 1996 |
| Jump-diffusion models WJ Runggaldier Handbook of heavy tailed distributions in finance, 169-209, 2003 | 184 | 2003 |
| A nonlinear filtering approach to volatility estimation with a view towards high frequency data R Frey, WJ Runggaldier International Journal of Theoretical and Applied Finance 4 (02), 199-210, 2001 | 153 | 2001 |
| Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances HJ Kushner, W Runggaldier SIAM Journal on Control and Optimization 25 (2), 298-315, 1987 | 91 | 1987 |
| Interest rate modeling: post-crisis challenges and approaches Z Grbac, WJ Runggaldier Springer, 2015 | 90 | 2015 |
| Large portfolio losses: A dynamic contagion model P Dai Pra, WJ Runggaldier, E Sartori, M Tolotti | 88 | 2009 |
| Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process BM Miller, WJ Runggaldier Systems & control letters 31 (2), 93-102, 1997 | 79 | 1997 |
| An approximation for the nonlinear filtering problem, with error bound GB Dl Masi, M Pratelli, WJ Runggaldier Stochastics: An International Journal of Probability and Stochastic …, 1985 | 72 | 1985 |
| Pricing credit derivatives under incomplete information: a nonlinear-filtering approach R Frey, W Runggaldier Finance and Stochastics 14 (4), 495-526, 2010 | 71 | 2010 |
| Approximations of discrete time partially observed control problems WJ Runggaldier, L Stettner (No Title), 1994 | 66 | 1994 |
| Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times R Frey, WJ Runggaldier Mathematical Methods of Operations Research 50, 339-350, 1999 | 65 | 1999 |
| On measure transformations for combined filtering and parameter estimation in discrete time GB Di Masi, WJ Runggaldier Systems & Control Letters 2 (1), 57-62, 1982 | 56 | 1982 |
| Option pricing for jump diffusions: approximations and their interpretation F Mercurio, WJ Runggaldier Mathematical Finance 3 (2), 191-200, 1993 | 55 | 1993 |
| Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. H Pham, W Runggaldier, A Sellami Monte Carlo Methods & Applications 11 (1), 2005 | 54 | 2005 |
| Optimization of observations: A stochastic control approach BM Miller, WJ Runggaldier SIAM journal on control and optimization 35 (3), 1030-1052, 1997 | 54 | 1997 |
| Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities M Kirch, WJ Runggaldier SIAM Journal on Control and Optimization 43 (4), 1174-1195, 2004 | 52 | 2004 |
