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~person:"Frey, Rüdiger"
~subject:"Option trading"
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Option trading
Hedging
22
Theorie
16
Theory
16
Volatilität
10
Optionspreistheorie
9
Volatility
9
Option pricing theory
8
Black-Scholes model
6
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5
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5
Börsenkurs
4
Portfolio selection
4
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3
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Derivat
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2
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2
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2
Search theory
2
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2
Suchtheorie
2
Wirtschaftsstatistik
2
discontinuous prices
2
hedging under restricted information
2
marked point processes
2
risk minimizing hedging strategies
2
stochastic filtering
2
Ansteckungseffekt
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1
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English
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Frey, Rüdiger
Hull, John
24
Poteshman, Allen M.
9
Pedersen, Lasse Heje
7
Carr, Peter
6
Dew-Becker, Ian
6
Giglio, Stefano
6
Kelly, Bryan T.
6
Kit, Pong Wong
6
Alexander, Carol
5
Bayraktar, Erhan
5
Benth, Fred Espen
5
Dolinsky, Yan
5
Garleanu, Nicolae
5
Zhou, Zhou
5
Acharya, Viral V.
4
Carpenter, Jennifer N.
4
Elliott, Robert J.
4
Ewald, Christian-Oliver
4
Fengler, Matthias R.
4
Hobson, David G.
4
Kaeck, Andreas
4
Lien, Da-hsiang Donald
4
Mader, Wolfgang
4
Nalholm, Morten
4
Siu, Tak Kuen
4
Soner, Halil Mete
4
Tunaru, Radu
4
Wagner, Marc
4
Yang, Zhaojun
4
Adam, Michael
3
Albrecher, Hansjörg
3
Bajo, Emanuele
3
Barbi, Massimiliano
3
Bouchard, Bruno
3
Broll, Udo
3
Engle, Robert F.
3
Hocquard, Alexandre
3
Härdle, Wolfgang
3
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3
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Discussion paper / B
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
Risk management for derivatives in illiquid markets : a simulation study
Frey, Rüdiger
;
Patie, Pierre
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 137-159)
.
2002
Persistent link: https://www.econbiz.de/10001672230
Saved in:
2
Perfect option
hedging
for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
Saved in:
3
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
4
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
5
Asset price volatility and option
hedging
in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
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