Bond market structure in the presence of marked point processes T Björk, Y Kabanov, W Runggaldier Mathematical Finance 7 (2), 211-239, 1997 | 407 | 1997 |

Towards a general theory of bond markets T Björk, G Di Masi, Y Kabanov, W Runggaldier Finance and Stochastics 1 (2), 141-174, 1997 | 248 | 1997 |

Mean-variance hedging of options on stocks with Markov volatilities GB Di Masi, YM Kabanov, WJ Runggaldier Theory of Probability & Its Applications 39 (1), 172-182, 1995 | 234 | 1995 |

Connections between stochastic control and dynamic games P Dai Pra, L Meneghini, WJ Runggaldier Mathematics of Control, Signals and Systems 9 (4), 303-326, 1996 | 164 | 1996 |

Jump-diffusion models WJ Runggaldier Handbook of heavy tailed distributions in finance, 169-209, 2003 | 142 | 2003 |

A nonlinear filtering approach to volatility estimation with a view towards high frequency data R Frey, WJ Runggaldier International Journal of Theoretical and Applied Finance 4 (02), 199-210, 2001 | 138 | 2001 |

Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances HJ Kushner, W Runggaldier SIAM Journal on Control and Optimization 25 (2), 298-315, 1987 | 81 | 1987 |

Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process BM Miller, WJ Runggaldier Systems & control letters 31 (2), 93-102, 1997 | 73 | 1997 |

Large portfolio losses: A dynamic contagion model P Dai Pra, WJ Runggaldier, E Sartori, M Tolotti The Annals of Applied Probability 19 (1), 347-394, 2009 | 68 | 2009 |

Risk-minimizing hedging strategies under restricted information: the case of stochastic volatility models observable only at discrete random times R Frey, WJ Runggaldier Mathematical Methods of Operations Research 50 (2), 339-350, 1999 | 63 | 1999 |

An approximation for the nonlinear filtering problem, with error bound GB Dl Masi, M Pratelli, WJ Runggaldier Stochastics: An International Journal of Probability and Stochastic …, 1985 | 63 | 1985 |

Finite element solution of conical diffraction problems J Elschner, R Hinder, G Schmidt Advances in Computational Mathematics 16 (2-3), 139-156, 2002 | 61 | 2002 |

Pricing credit derivatives under incomplete information: a nonlinear-filtering approach R Frey, W Runggaldier Finance and Stochastics 14 (4), 495-526, 2010 | 58 | 2010 |

Option pricing for jump diffusions: approximations and their interpretation F Mercurio, WJ Runggaldier Mathematical Finance 3 (2), 191-200, 1993 | 53 | 1993 |

On measure transformations for combined filtering and parameter estimation in discrete time GB Di Masi, WJ Runggaldier Systems & Control Letters 2 (1), 57-62, 1982 | 53 | 1982 |

Optimization of observations: a stochastic control approach BM Miller, WJ Runggaldier SIAM journal on control and optimization 35 (3), 1030-1052, 1997 | 51 | 1997 |

Approximations of discrete time partially observed control problems WJ Runggaldier, L Stettner Giardini, 1994 | 51 | 1994 |

Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities M Kirch, WJ Runggaldier SIAM Journal on Control and Optimization 43 (4), 1174-1195, 2004 | 47 | 2004 |

PDE approach to utility maximization for market models with hidden Markov factors H Nagai, WJ Runggaldier Seminar on Stochastic Analysis, Random Fields and Applications V, 493-506, 2007 | 45 | 2007 |

Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation H Pham, W Runggaldier, A Sellami Monte Carlo Methods and Applications mcma 11 (1), 57-81, 2005 | 45 | 2005 |