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Frey, Rüdiger
90
Stremme, Alexander
9
Sin, Carlos A.
7
Sommer, Daniel
7
Runggaldier, Wolfgang J.
6
Schmidt, Thorsten
6
Frey, R.
5
McNeil, Alexander J.
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Embrechts, Paul
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Damian, Camilla
3
Eksi, Zehra
3
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3
Hledik, Juraj
3
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Patie, Pierre
3
Colaneri, Katia
2
Mcneil, Alexander J.
2
Nyfeler, Mark
2
Popp, Monika
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Weber, Stefan
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Wunderlich, Ralf
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Al-Roumi, Ali
1
BACKHAUS, JOCHEN
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Baumann, E.
1
Bordag, Ljudmila A.
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Claus, W.
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Gabih, Abdelali
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Grell, M.
1
Guertler, William
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Kurt, Kevin
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Lu, Dan
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8
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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5
Mathematical Finance
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Universität Bonn - Sonderforschungsbereich 303
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Nonlinear models in mathematical finance : new research trends in option pricing
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Risks : open access journal
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Zagadnienia rozwoju społeczno-gospodarczego
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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
Saved in:
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
Saved in:
3
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
Saved in:
4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
5
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
6
Portfolio insurance and volatility
Frey, Rüdiger
;
Stremme, Alexander
-
1994
Persistent link: https://www.econbiz.de/10000891385
Saved in:
7
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
-
1993
Persistent link: https://www.econbiz.de/10000873425
Saved in:
8
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000591799
Saved in:
9
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
10
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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