Johannes Ruf

According to our database1, Johannes Ruf authored at least 4 papers between 2013 and 2017.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Trading strategies generated by Lyapunov functions.
Finance and Stochastics, 2017

2014
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

2013
Why Are Quadratic Normal Volatility Models Analytically Tractable?
SIAM J. Financial Math., 2013


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