Runggaldier Wolfgang J

Publications in Math-Net.Ru

1. Diffusion approximation and optimal stochastic control
   
   Teor. Veroyatnost. i Primenen., 44:4 (1999),  705–737
2. Mean-variance Hedging of options on stocks with Markov volatilities
   
   Teor. Veroyatnost. i Primenen., 39:1 (1994),  211–222