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researcher

J. Ruf

41 papers hereh-index 211.3k citations66 works total

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

author position
  • sole author8
  • first author4
  • middle author4
  • last author24

Across the 40 of 41 papers where every author was matched, so the position is known.

fields
  • math.PR22
  • q-fin.PR6
  • q-fin.PM5
  • math.ST3
  • q-fin.MF2
  • math.AP1
same name
  • J. Ruf — 15 papers, h 11
  • J. Ruf — 5 papers, h 7
  • J. Ruf — 1 paper, h 37

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedHedging under arbitrage

51 citations · 256 across the 30 of their papers we have counts for

collaborators
Showing 2013 · q-fin.PRShow all

1 paper · 2 filters

q-fin.PR2013

A Systematic Approach to Constructing Market Models With Arbitrage

Johannes Ruf, Wolfgang Runggaldier

This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.