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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Frey, Rüdiger"
~person:"Černý, Aleš"
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Hedging
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Frey, Rüdiger
Černý, Aleš
Bailey, Warren
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
Discussion paper / B
7
Applied mathematical finance
2
Finance and stochastics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Discussion paper series / LSE Financial Markets Group
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J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016
1
Journal of economic dynamics & control
1
Mathematical Finance, 2008, 18(3), 473-492
1
Mathematical methods of operations research
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Review of derivatives research
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Risks : open access journal
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arXiv preprint 1309.7833
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ECONIS (ZBW)
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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
Saved in:
2
Hedging by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
3
Mean-variance hedging and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
4
Optimal continuous-time hedging with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
Saved in:
5
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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