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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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Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908124
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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
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000936296
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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