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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Discussion paper / B
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical Finance
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Discussion Paper Serie B
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Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
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International Journal of Theoretical and Applied Finance (IJTAF)
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Risk : managing risk in the world's financial markets
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Universität Bonn - Sonderforschungsbereich 303
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Nonlinear models in mathematical finance : new research trends in option pricing
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Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers ; 1997, B-401
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Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
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2
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
3
A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
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