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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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Portfolio insurance and volatility
Frey, Rüdiger; Stremme, Alexander - 1994
Persistent link: https://www.econbiz.de/10000891385
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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