K. Lamert, B.R. Auer, R. Wunderlich
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. Mathematical Methods of Operations Research, 2025
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.