P.H. Takam, R. Wunderlich: Numerical Simulation of the Input-Output Behavior of a Geothermal Energy Storage. Energies, 18, 1558, 2025
P.H. Takam, R. Wunderlich: Model order reduction for the input–output behavior of a geothermal energy storage. Journal of Engineering Mathematics 148:12, 2024
A. Gabih, H. Kondakji, R. Wunderlich: Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift. Annals of Operations Research, 341, 897–936, 2024
P.H. Takam, R. Wunderlich, O. Menoukeu Pamen: Modeling and simulation of the input–output behavior of a geothermal energy storage. Mathematical Methods in the Applied Sciences, 47(1), 371-396, 2024
J. Sass, D. Westphal, R. Wunderlich: Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift. Stochastic Models, 39:2, 323-362, 2022
L. Mastroeni, R. Wunderlich: Introduction to Special Issue on Energy Finance. Decisions in Economics and Finance, 44, 1015 - 1020, 2021
J. Sass, D. Westphal, R. Wunderlich: Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Journal of Applied Probability, 58 (1), 197 - 216, 2021
A. Gabih, H. Kondakji, R. Wunderlich: Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift. Stochastic Models. 36:4, 519-547, 2020
Gastinger, I., Meyer, F., Shardin, A. et al.: Untersuchungen zur Hospitalletalität in der Pankreaschirugie. Der Chirurg, 2018, https://doi.org/10.1007/s00104-018-0654-x
I. Redeker, R. Wunderlich: Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading. Statistics & Risk Modeling, 35 (1-2), 1-21, 2017
J. Sass, D. Westphal, R. Wunderlich: Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift. International Journal of Theoretical and Applied Finance, 20, 1750022, 2017
A. A. Shardin, R. Wunderlich: Partially Observable Stochastic Optimal Control Problems for an Energy Storage. Stochastics, 89 (1), 280-310, 2017
A. A. Shardin, M. Szölgyenyi: Optimal Control of an Energy Storage Facility Under a Changing Economic Environment and Partial Information.
International Journal of Theoretical and Applied Finance, 19(4):1-27, 2016
A. Gabih, H. Kondakji, J. Sass, R. Wunderlich: Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift. Communications on Stochastic Analysis, Vol. 8, No. 1, 27-47, 2014
R. Frey, A. Gabih, R. Wunderlich: Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach. Communications on Stochastic Analysis , Vol. 8, No. 1, 49-79, 2014
R. Frey, A. Gabih, R. Wunderlich: Portfolio optimization under partial information with expert opinions. International Journal of Theoretical and Applied Finance, Vol. 15, No. 1, 2012
D. Akume, B. Luderer, R. Wunderlich: Dynamic shortfall constraints for optimal portfolios. Surveys in Mathematics and its Applications, 5, 135–149, 2010
O. G. Ernst, A. Mugler, H.-J. Starkloff, and E. Ullmann, On the convergence of generalized polynomial chaos expansions. ESAIM: Mathematical Modelling and Numerical Analysis 46 (2012), Nr. 2, 317-339. Preprint 60 DFG SPP 1324, 2010
J. Sass, R. Wunderlich: Optimal portfolio policies under bounded expected loss and partial information. Mathematical Methods of Operations Research, 72, 25-61, 2010
A. Gabih, J. Sass, R. Wunderlich: Utility Maximization Under Bounded Expected Loss. Stochastic Models, 3(25): 375 - 407, 2009
D. Akume, B. Luderer, R. Wunderlich: Optimal portfolios under dynamic shortfall constraints. Journal Afrika Statistika, 4 , 156-167, 2009
A. Gabih, W. Grecksch, M. Richter, R. Wunderlich: Optimal portfolio strategies benchmarking the stock market. Mathematical Methods of Operations Research, 2(64): 211-225, 2006
A. Gabih, W. Grecksch, R. Wunderlich: Dynamic portfolio optimization with bounded shortfall risks. Stochastic Analysis and Applications, 3(23): 579-594, 2005
B. Hofmann, F. Thießen, V. Weber, R. Wunderlich: Vermögensaufteilung für die Altersvorsorge: Wie fundiert sind langfristige Allokationsregeln? Zeitschrift für Bankrecht und Bankwirtschaft, 4: 261-276, 2003
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Low-dimensional approximations for large-scale systems of random ODEs. Dynamic Systems and Applications, 2(11):143-165, 2002, Preprint [Postscript (2.5 MB)] | [Postscript (gzipped 530 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Random transverse vibrations of a one-sided fixed beam and model reduction. Z. Angew. Math. Mech., 11-12(82):831-845, 2002
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Remarks on randomly excited oscillators. Z. Angew. Math. Mech., 11-12(82):847-859, 2002
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Stationary solutions of random differential equations with polynomial nonlinearities. Stochastic Analysis and Applications, 6(19):1059-1075, 2001. Preprint [Postscript (220 KB)]
H.-J. Starkloff, F. Thießen, R. Wunderlich:Die Overnight Order im Devisenmanagement - eine überschätzte Geschäftsart. Finanzbetrieb, 1(3):58-62, 2001
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich: Asymptotic expansions of integral functionals of weakly correlated random processes. Journal for Analysis and its Applications, 1(19):255-268, 2000.
M. Richter, J. vom Scheidt, R. Wunderlich: Random boundary value problems with weakly correlated functions. Dynamic Systems and Applications, (9):109-130, 2000. Preprint [Postscript (290 KB)]
S. Mehlhose, J. vom Scheidt, R. Wunderlich: Random eigenvalue problems for bending vibrations of beams. Z. Angew. Math. Mech., 10(79):693-702, 1999. Preprint [Postscript (720 KB)] | [Postscript (gzipped 160 KB)]
S. Mehlhose, J. vom Scheidt, R. Wunderlich: Distribution approximations for nonlinear functionals of weakly correlated random processes. Journal for Analysis and its Applications, 1(16):201-216, 1997.