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The Pricing and Hedging of Opt...
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Frey, Rüdiger
91
Stremme, Alexander
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Sin, Carlos A.
7
Sommer, Daniel
7
Runggaldier, Wolfgang J.
6
Schmidt, Thorsten
6
McNeil, Alexander J.
5
Damian, Camilla
4
Embrechts, Paul
4
Backhaus, Jochen
3
Eksi, Zehra
3
FREY, RÜDIGER
3
Hledik, Juraj
3
McNeil, Alexander
3
Patie, Pierre
3
Colaneri, Katia
2
Mcneil, Alexander J.
2
Nyfeler, Mark
2
Popp, Monika
2
Runggaldier, Wolfgang
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Rösler, Lars
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Seydel, Roland C.
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Weber, Stefan
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Wunderlich, Ralf
2
BACKHAUS, JOCHEN
1
Bordag, Ljudmila A.
1
GABIH, ABDELALI
1
Gabih, Abdelali
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Herbertsson, Alexander
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Kurt, Kevin
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Lu, Dan
1
RÖSLER, LARS
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Sass, Jörn
1
Schütze, Stephan
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Szolgyenyi, Michaela
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University of Bonn, Germany
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Discussion paper / B
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical Finance
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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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Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers ; 1997, B-401
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ECONIS (ZBW)
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61
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
62
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
Saved in:
63
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
Saved in:
64
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:
65
A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
Saved in:
66
VaR and expected shortfall in portfolios of dependent credit risks: conceptual and practical insights
Frey, Rüdiger
;
McNeil, Alexander J.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10001688506
Saved in:
67
Risk management for derivatives in illiquid markets : a simulation study
Frey, Rüdiger
;
Patie, Pierre
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 137-159)
.
2002
Persistent link: https://www.econbiz.de/10001672230
Saved in:
68
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:
69
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
Saved in:
70
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
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