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researcher

W. Runggaldier

2 papers hereh-index 283.1k citations182 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.PM1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

most citedLarge portfolio losses: A dynamic contagion model

78 citations · 79 across the 2 of their papers we have counts for

collaborators

2 papers

q-fin.PM2012★ 1 cited

Diffusion-based models for financial markets without martingale measures

Claudio Fontana, Wolfgang J. Runggaldier

We consider a general class of diffusion-based models and show that, even in the absence of an Equivalent Local Martingale Measure, the financial market may still be viable, in the…

q-fin.RM2007★ 78 cited

Large portfolio losses: A dynamic contagion model

Paolo Dai Pra, Wolfgang J. Runggaldier, Elena Sartori +1

Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a credit crisis and qu…

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