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~person:"Frey, Rüdiger"
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Frey, Rüdiger
Hull, John
38
Ryu, Doojin
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Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
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11
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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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
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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
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
5
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
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