@inproceedings{MuglerStarkloff, author = {Mugler, Antje and Starkloff, Hans-J{\"o}rg}, title = {On elliptic partial differential equations with random coefficients}, series = {Proceedings of the conference NAAT 2010, Cluj-Napoca, September 23-26, 2010}, volume = {56}, booktitle = {Proceedings of the conference NAAT 2010, Cluj-Napoca, September 23-26, 2010}, number = {2}, issn = {0252-1938}, pages = {473 -- 487}, language = {en} } @misc{ErnstMuglerStarkloffetal., author = {Ernst, Oliver G. and Mugler, Antje and Starkloff, Hans-J{\"o}rg and Ullmann, Elisabeth}, title = {On the convergence of generalized polynomial chaos expansions}, language = {en} } @misc{FreyGabihWunderlich, author = {Frey, R{\"u}diger and Gabih, Abdelali and Wunderlich, Ralf}, title = {Portfolio optimization under partial information with expert opinions}, series = {International Journal of Theoretical and Applied Finance}, volume = {15}, journal = {International Journal of Theoretical and Applied Finance}, number = {1}, doi = {10.1142/S0219024911006486}, pages = {1250009-1 -- 1250009-17}, language = {en} } @misc{MuglerStarkloff, author = {Mugler, Antje and Starkloff, Hans-J{\"o}rg}, title = {On the convergence of the stochastic Galerkin method for random elliptic partial differential equations}, series = {ESAIM: Mathematical Modelling and Numerical Analysis}, volume = {47}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis}, number = {5}, doi = {10.1051/m2an/2013066}, pages = {1237 -- 1263}, language = {en} } @misc{FreyWunderlich, author = {Frey, R{\"u}diger and Wunderlich, Ralf}, title = {Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions}, series = {ArXiv.org}, journal = {ArXiv.org}, pages = {31}, language = {en} } @misc{FreyGabihWunderlich, author = {Frey, R{\"u}diger and Gabih, Abdelali and Wunderlich, Ralf}, title = {Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach}, series = {Communications on Stochastic Analysis}, volume = {8}, journal = {Communications on Stochastic Analysis}, number = {1}, issn = {0973-9599}, pages = {49 -- 79}, language = {en} } @misc{GabihKondakjiSassetal., author = {Gabih, Abdelali and Kondakji, Hakam and Sass, J{\"o}rn and Wunderlich, Ralf}, title = {Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift}, series = {Communications on Stochastic Analysis}, volume = {8}, journal = {Communications on Stochastic Analysis}, number = {1}, issn = {0973-9599}, pages = {27 -- 47}, language = {en} }