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Stochastic process
Theorie
33
Theory
32
Hedging
22
Optionspreistheorie
15
Volatilität
14
Option pricing theory
13
Portfolio selection
12
Portfolio-Management
12
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11
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10
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9
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English
6
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Frey, Rüdiger
6
Sin, Carlos A.
2
Runggaldier, Wolfgang J.
1
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
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1
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
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2
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
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3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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4
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:
5
Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
Saved in:
6
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
Saved in:
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