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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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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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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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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
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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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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger - 1993
Persistent link: https://www.econbiz.de/10000873425
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000591799
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An approximation for credit portfolio losses
Frey, Rüdiger; Popp, Monika; Weber, Stefan - In: The journal of credit risk : published quarterly by … 4 (2008/09) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
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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