# Johannes Ruf

According to our database

Collaborative distances:

^{1}, Johannes Ruf authored at least 4 papers between 2013 and 2017.Collaborative distances:

## 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