| Year |
Citation |
Score |
| 2020 |
Ruf J, Wolter JL. Nonparametric Identification Of The Mixed Hazard Model Using Martingale-Based Moments Econometric Theory. 36: 331-346. DOI: 10.1017/S0266466619000033 |
0.305 |
|
| 2020 |
Kardaras C, Ruf J. Filtration shrinkage, the structure of deflators, and failure of market completeness Finance and Stochastics. 1-31. DOI: 10.1007/S00780-020-00435-2 |
0.356 |
|
| 2019 |
Hulley H, Ruf J. Weak tail conditions for local martingales Annals of Probability. 47: 1811-1825. DOI: 10.1214/18-Aop1302 |
0.354 |
|
| 2019 |
Fisher T, Pulido S, Ruf J. Financial models with defaultable numéraires Mathematical Finance. 29: 117-136. DOI: 10.1111/Mafi.12178 |
0.379 |
|
| 2019 |
Ruf J, Xie K. Generalised Lyapunov Functions and Functionally Generated Trading Strategies Applied Mathematical Finance. 26: 293-327. DOI: 10.1080/1350486X.2019.1584041 |
0.436 |
|
| 2019 |
Larsson M, Ruf J. Stochastic exponentials and logarithms on stochastic intervals — A survey Journal of Mathematical Analysis and Applications. 476: 2-12. DOI: 10.1016/J.Jmaa.2018.11.040 |
0.365 |
|
| 2018 |
Prokaj V, Ruf J. Local martingales in discrete time Electronic Communications in Probability. 23. DOI: 10.1214/18-Ecp133 |
0.371 |
|
| 2018 |
Fernholz ER, Karatzas I, Ruf J. Volatility and Arbitrage Annals of Applied Probability. 28: 378-417. DOI: 10.1214/17-Aap1308 |
0.569 |
|
| 2017 |
Ruf J. Piecewise constant local martingales with bounded numbers of jumps Electronic Communications in Probability. 22. DOI: 10.1214/17-Ecp64 |
0.308 |
|
| 2017 |
Karatzas I, Ruf J. Trading Strategies Generated by Lyapunov Functions Finance and Stochastics. 21: 753-787. DOI: 10.1007/S00780-017-0332-8 |
0.594 |
|
| 2016 |
Karatzas I, Ruf J. Pathwise Solvability Of Stochastic Integral Equations With Generalized Drift And Non-Smooth Dispersion Functions Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 52: 915-938. DOI: 10.1214/14-Aihp660 |
0.541 |
|
| 2016 |
Blanchet J, Ruf J. A Weak Convergence Criterion Constructing Changes of Measure Stochastic Models. 32: 233-252. DOI: 10.1080/15326349.2015.1114891 |
0.358 |
|
| 2016 |
Karatzas I, Ruf J. Distribution of the time to explosion for one-dimensional diffusions Probability Theory and Related Fields. 164: 1027-1069. DOI: 10.1007/S00440-015-0625-9 |
0.556 |
|
| 2015 |
Ruf J. The martingale property in the context of stochastic differential equations Electronic Communications in Probability. 20: 1-10. DOI: 10.1214/Ecp.V20-3449 |
0.395 |
|
| 2015 |
Perkowski N, Ruf J. Supermartingales as Radon-Nikodym densities and related measure extensions Annals of Probability. 43: 3133-3176. DOI: 10.1214/14-Aop956 |
0.318 |
|
| 2015 |
Ruf J. The uniform integrability of martingales. On a question by Alexander Cherny Stochastic Processes and Their Applications. 125: 3657-3662. DOI: 10.1016/J.Spa.2015.04.002 |
0.308 |
|
| 2014 |
Oyarzun C, Ruf J. Convergence in models with bounded expected relative hazard rates Journal of Economic Theory. 154: 229-244. DOI: 10.1016/J.Jet.2014.09.014 |
0.325 |
|
| 2014 |
Carr P, Fisher T, Ruf J. On the hedging of options on exploding exchange rates Finance and Stochastics. 18: 115-144. DOI: 10.1007/S00780-013-0218-3 |
0.373 |
|
| 2013 |
Carr P, Fisher T, Ruf J. Why are quadratic normal volatility models analytically tractable? Siam Journal On Financial Mathematics. 4: 185-202. DOI: 10.1137/120871973 |
0.328 |
|
| 2013 |
Ruf J. Hedging Under Arbitrage Mathematical Finance. 23: 297-317. DOI: 10.1111/J.1467-9965.2011.00502.X |
0.461 |
|
| 2013 |
Ruf J. A new proof for the conditions of Novikov and Kazamaki Stochastic Processes and Their Applications. 123: 404-421. DOI: 10.1016/J.Spa.2012.09.011 |
0.361 |
|
| 2013 |
Ruf J. Negative Call Prices Annals of Finance. 9: 787-794. DOI: 10.1007/S10436-012-0221-2 |
0.402 |
|
| 2011 |
Ruf J, Scherer M. Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm Journal of Computational Finance. 14: 127-145. DOI: 10.21314/Jcf.2011.235 |
0.378 |
|
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