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~person:"Frey, Rüdiger"
~subject:"Optionspreistheorie"
~subject:"Risiko"
~subject:"United States"
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Optionspreistheorie
Risiko
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22
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16
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16
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10
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9
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8
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6
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discontinuous prices
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hedging under restricted information
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marked point processes
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risk minimizing hedging strategies
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Frey, Rüdiger
Hull, John
26
Engle, Robert F.
22
Kohlmann, Michael
18
Broll, Udo
17
Lien, Da-hsiang Donald
17
Giglio, Stefano
16
Madan, Dilip B.
15
Lo, Andrew W.
14
Melʹnikov, Aleksandr V.
14
Kelly, Bryan T.
13
McAleer, Michael
13
Alexander, Carol
12
Korn, Olaf
12
Rosenberg, Joshua V.
12
Hammoudeh, Shawkat
11
Kit, Pong Wong
11
Schoutens, Wim
11
Shiller, Robert J.
11
Chang, Chia-Lin
10
Dionne, Georges
10
Elliott, Robert J.
10
Fabozzi, Frank J.
10
Hess, Markus
10
Kallsen, Jan
10
Platen, Eckhard
10
Poteshman, Allen M.
10
Černý, Aleš
10
Alghalith, Moawia
9
Barbi, Massimiliano
9
Benth, Fred Espen
9
Ewald, Christian-Oliver
9
Romagnoli, Silvia
9
Schlag, Christian
9
Soner, Halil Mete
9
Yang, Zhaojun
9
Ziveyi, Jonathan
9
Agarwal, Vikas
8
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8
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Discussion paper / B
5
Applied mathematical finance
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
8
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1
Pricing corporate securities under noisy asset information
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10003882528
Saved in:
2
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
4
The pricing and
hedging
of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
5
A systematic approach to pricing and
hedging
of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
6
A systematic approach to pricing and
hedging
international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
7
A systematic approach to pricing and
hedging
of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
8
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
9
Asset price volatility and option
hedging
in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10004299305
Saved in:
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