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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
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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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Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Finance and stochastics 14 (2010) 4, pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
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Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger; Schmidt, Thorsten - In: Finance and stochastics 16 (2012) 1, pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
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Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang - In: Finance and stochastics 14 (2010) 4, pp. 495-527
Persistent link: https://www.econbiz.de/10008721029
Cover Image
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-188
Persistent link: https://www.econbiz.de/10008217583
Cover Image
Perfect option hedging for a large trader
Frey, Rüdiger - In: Finance and stochastics 2 (1998) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10008218817
Cover Image
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger; Schmidt, Thorsten - In: Finance and stochastics 16 (2011) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10009810441