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~subject:"Optionspreistheorie"
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Bounds on European Option Pric...
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Optionspreistheorie
Theorie
33
Theory
32
Hedging
22
Volatilität
14
Option pricing theory
13
Portfolio selection
12
Portfolio-Management
12
Volatility
11
Kreditrisiko
10
Credit risk
9
Black-Scholes model
8
CAPM
8
Black-Scholes-Modell
7
Stochastischer Prozess
7
Incomplete information
6
Stochastic process
6
Derivat
5
Derivative
5
Economic statistics
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Unvollkommene Information
5
Wirtschaftsstatistik
5
Börsenkurs
4
Risikomanagement
4
Risk management
4
Share price
4
Statistik
4
Credit derivatives
3
Devisenmarkt
3
Finanzmathematik
3
Foreign exchange market
3
Interest rate risk
3
Mathematical programming
3
Mathematische Optimierung
3
Risikomaß
3
Risk measure
3
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9
Article
6
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6
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5
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5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
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5
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1
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English
13
Undetermined
2
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Frey, Rüdiger
15
Sin, Carlos A.
3
Sommer, Daniel
3
Bordag, Ljudmila A.
1
Schmidt, Thorsten
1
Stremme, Alexander
1
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Discussion paper / B
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
1
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
1
Finance and stochastics
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
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ECONIS (ZBW)
13
USB Cologne (EcoSocSci)
2
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1
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
Saved in:
2
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
Saved in:
3
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
-
1997
Persistent link: https://www.econbiz.de/10004551538
Saved in:
4
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
5
Risk minimization with incomplete information in a model for high-frequency data
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10002177564
Saved in:
6
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
Saved in:
7
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
8
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
9
Pricing corporate securities under noisy asset information
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10003882528
Saved in:
10
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
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