TY - CHAP A1 - Mugler, Antje A1 - Starkloff, Hans-Jörg T1 - On elliptic partial differential equations with random coefficients T2 - Proceedings of the conference NAAT 2010, Cluj-Napoca, September 23-26, 2010 Y1 - 2011 SN - 0252-1938 N1 - Special issue of "Studia Universitatis Babes-Bolyai, Mathematica" VL - 56 IS - 2 SP - 473 EP - 487 ER - TY - GEN A1 - Ernst, Oliver G. A1 - Mugler, Antje A1 - Starkloff, Hans-Jörg A1 - Ullmann, Elisabeth T1 - On the convergence of generalized polynomial chaos expansions Y1 - 2012 ER - TY - GEN A1 - Frey, Rüdiger A1 - Gabih, Abdelali A1 - Wunderlich, Ralf T1 - Portfolio optimization under partial information with expert opinions T2 - International Journal of Theoretical and Applied Finance Y1 - 2012 U6 - https://doi.org/10.1142/S0219024911006486 VL - 15 IS - 1 SP - 1250009-1 EP - 1250009-17 ER - TY - GEN A1 - Mugler, Antje A1 - Starkloff, Hans-Jörg T1 - On the convergence of the stochastic Galerkin method for random elliptic partial differential equations T2 - ESAIM: Mathematical Modelling and Numerical Analysis Y1 - 2013 U6 - https://doi.org/10.1051/m2an/2013066 VL - 47 IS - 5 SP - 1237 EP - 1263 ER - TY - GEN A1 - Frey, Rüdiger A1 - Wunderlich, Ralf T1 - Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions T2 - ArXiv.org Y1 - 2013 UR - http://arxiv.org/pdf/1303.2513v2.pdf ER - TY - GEN A1 - Frey, Rüdiger A1 - Gabih, Abdelali A1 - Wunderlich, Ralf T1 - Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach T2 - Communications on Stochastic Analysis Y1 - 2014 SN - 0973-9599 VL - 8 IS - 1 SP - 49 EP - 79 ER - TY - GEN A1 - Gabih, Abdelali A1 - Kondakji, Hakam A1 - Sass, Jörn A1 - Wunderlich, Ralf T1 - Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift T2 - Communications on Stochastic Analysis Y1 - 2014 SN - 0973-9599 VL - 8 IS - 1 SP - 27 EP - 47 ER -