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Stochastischer Prozess
Theorie
33
Theory
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Hedging
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15
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14
Option pricing theory
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Portfolio selection
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Frey, Rüdiger
7
Sin, Carlos A.
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Runggaldier, Wolfgang J.
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Discussion paper / B
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
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Finance and stochastics
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
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2
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:
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
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
5
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:
6
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:
7
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
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