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type_genre:"Dissertation"
type_genre:"Forschungsbericht"
~person:"Frey, Rüdiger"
~subject:"Theorie"
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1
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
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1998
Persistent link: https://www.econbiz.de/10000993233
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2
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
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1997
Persistent link: https://www.econbiz.de/10000959999
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3
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
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1997
Persistent link: https://www.econbiz.de/10000974834
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4
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
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1996
Persistent link: https://www.econbiz.de/10000939781
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5
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
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1995
Persistent link: https://www.econbiz.de/10000908122
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6
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
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
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