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A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908122
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A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000946123
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The information content of German discount rate changes
Neumann, Manfred J. M. - 1996
Persistent link: https://www.econbiz.de/10000946124
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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000903341
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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 : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger - 1993
Persistent link: https://www.econbiz.de/10000873425
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger - 1996
Persistent link: https://www.econbiz.de/10000939781
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - 1997
Persistent link: https://www.econbiz.de/10000954639