Narrow search
Showing 1 - 10 of 269
Cover Image
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
Cover Image
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger; Schmidt, Thorsten - In: Finance and stochastics 16 (2012) 1, pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Cover Image
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger; Schmidt, Thorsten - In: Finance and Stochastics 16 (2012) 1, pp. 105-133
Persistent link: https://www.econbiz.de/10009400211
Cover Image
PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
Frey, Rüdiger; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 403-422
Persistent link: https://www.econbiz.de/10008270132
Cover Image
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger; Schmidt, Thorsten - In: Finance and stochastics 16 (2011) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10009810441
Cover Image
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233