According to our database1, Johannes Ruf authored at least 4 papers between 2013 and 2017.
Legend:Book In proceedings Article PhD thesis Other
Trading strategies generated by Lyapunov functions.
Finance and Stochastics, 2017
Convergence in models with bounded expected relative hazard rates.
J. Economic Theory, 2014
On the hedging of options on exploding exchange rates.
Finance and Stochastics, 2014
Why Are Quadratic Normal Volatility Models Analytically Tractable?
SIAM J. Financial Math., 2013