K. Lamert, B.R. Auer, R. Wunderlich
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
arXiv:2311.15635 [q-fin.PM] (2023)
A. Gabih, R. Wunderlich:
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results.
arXiv: 2308.02049 [q-fin.PM] (2023)
A. Gabih, H. Kondakji, R. Wunderlich:
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift.
arXiv: 2301.06847 [q-fin.PM] (2023)
Paul Honore Takam, Ralf Wunderlich:
On the Input-Output Behavior of a Geothermal Energy Storage: Approximations by Model Order Reduction.
arXiv: 2209.14761 [math.NA] (2022)
A. Gabih, H. Kondakji, R. Wunderlich:
Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift.
arXiv: 2205.08614 [q-fin.PM] (2022)
P. H. Takam, R. Wunderlich, O. Menoukeu Pamen: Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results.
arXiv: 2104.05005 [math.NA] (2021)
P. H. Takam, R. Wunderlich, O. Menoukeu Pamen: Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications.
arXiv:2104.05116 [math.NA] (2021)
I. Redeker, R. Wunderlich: Credit risk with asymmetric information and a switching default threshold.
arXiv: 1910.14413 [q-fin.PR] (2019)
A. Gabih, H. Kondakji, R. Wunderlich: Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift.
arXiv: 1812.03453 [q-fin.MF] (2019)
J. Sass, D. Westphal, R. Wunderlich: Diffusion Approximations for Expert Opinions in a Financial Market with Gaussian Drift.
arXiv: 1807.00568 [q-fin.PM] (2019)
I. Redeker, R. Wunderlich: Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading.
arXiv: 1602.00570 [q-fin.PM] (2017)
J. Sass, D. Westphal, R. Wunderlich: Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift . arXiv: 1601.08155v2 [q-fin.PM] (2016)
A. Mugler, H.-J. Starkloff: On the convergence of the stochastic Galerkin method for random elliptic partial differential equations. Preprint 123 DFG SPP 1324, 2012
J. Sass, R. Wunderlich: Optimal Portfolio Policies Under Bounded Expected Loss and Partial Information. RICAM-Report No. 2008-1, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, 2008
A. Gabih, R. Wunderlich: Optimal portfolios with bounded expected loss. Reports of the Institute of Optimization and Stochastics, Martin-Luther-Universität Halle-Wittenberg, No. 19, pp. 1-9, 2004
B. Hofmann, M. Richter, F. Thießen, R. Wunderlich: ''Der Cost Average Effekt in der Anlageberatung - Einsatzmöglichkeiten und Grenzen sowie deren mathematische Hintergründe WWDP 65/2004, TU Chemnitz, Faculty of Economics and Business Administration, 2004 [PDF (380 KB)]
B. Hofmann, F. Thießen, V. Weber, R. Wunderlich: ''Aktien schlagen Renten 100-prozentig'' - Asset Allocation in der Altersvorsorge: Wie fundiert sind langfristige Allokationsregeln ? WWDP 47/2002, TU Chemnitz, Faculty of Economics and Business Administration, 2002 [Postscript (250 KB)]
T. Kremer, M. Richter, H.-J. Starkloff, R. Wunderlich: Stochastic price processes with epsilon-correlated returns. Preprint 2001-17, TU Chemnitz, Faculty of Mathematics, 2001 [Postscript (230 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: [Postscript (3.75 MB)]| [Postscript gzipped (700 KB)] Transverse vibrations of a beam with random epsilon-correlated excitaion and model reduction. Preprint 2001-3, TU Chemnitz, Faculty of Mathematics, 2001
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Low-dimensional approximations and error estimates for systems of linear random ODEs. Preprint 2000-15, TU Chemnitz, Faculty of Mathematics, 2000 [Postscript (110 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Integral functionals of epsilon-correlated random fields. Preprint 99-4, TU Chemnitz, Faculty of Mathematics, 1999 [Postscript (230 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Asymptotic expansions of integral functionals of vector valued epsilon-correlated processes. Preprint 99-3, TU Chemnitz, Faculty of Mathematics, 1999 [Postscript (180 KB)]
B. Fellenberg, H.-J. Starkloff, R. Wunderlich: Approximation of stationary random functions with fractional rational spectral density. Preprint 99-1, TU Chemnitz, Faculty of Mathematics. [Postscript (290 KB)]
J. vom Scheidt, H.-J. Starklof, R. Wunderlich: Results of statistical data analysis of random road profiles. Preprint 98-32, TU Chemnitz, Faculty of Mathematics, 1998 [Postscript gzipped (875 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Optimal low-dimensional approximations of random vector functions. Preprint 98-31, TU Chemnitz, Faculty of Mathematics, 1998 [Postscript (260 KB)]
J. Gruner, J. vom Scheid, R. Wunderlich: On the analytic representation of the correlation function of linear random vibration systems. Preprint 97-18, TU Chemnitz, Faculty of Mathematics, 1997 [Postscript (160 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Asymptotic expansions for second-order moments of integral functionals of weakly correlated random functions. Preprint 97-17, TU Chemnitz, Faculty of Mathematics, 1997 [Postscript (140 KB)]
K.-H. Eger, R. Wunderlich: Tests für gruppierte Beobachtungen. Preprint 135, TU Karl-Marx-Stadt, Sektion Mathematik, 1990. with K.-H. Eger Likelihood-ratio-tests for grouped observations. Wiss. Schriftenreihe d. TU Karl-Marx-Stadt, (10):22-62, 1989
D. Feiler, M. Nagel, R. Wunderlich: Sequentielle Tests bei klassifizierten Beobachtungen. Wiss. Zeitschrift d. TU Karl-Marx-Stadt, (1):65-68, 1988. with K.-H. Eger Computer-Assisted-Cartography - Die kartografische Ausgabe statistischer Daten. Schriftenreihe Gesundheit und Umwelt 2 4, 48-70, Forschungsinstitut für Hygiene und Mikrobiologie Bad Elster, 1986