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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:"Platen, Eckhard"
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Frey, Rüdiger
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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
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Discussion paper / B
7
Applied mathematical finance
3
Finance and stochastics
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Discussion paper series / LSE Financial Markets Group
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Mathematical methods of operations research
1
Mathematics and financial economics
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Quantitative Finance Research Centre Research Paper
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
2
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:
3
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
4
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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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