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The Pricing and Hedging of Opt...
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Optionspreistheorie
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Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
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USB Cologne (EcoSocSci)
ECONIS (ZBW)
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
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1995
Persistent link: https://www.econbiz.de/10004299305
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2
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
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1997
Persistent link: https://www.econbiz.de/10004551538
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3
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
;
Sommer, Daniel
-
1995
Persistent link: https://www.econbiz.de/10004249853
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4
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
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1995
Persistent link: https://www.econbiz.de/10004249857
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5
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10004845328
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