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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:"Schweizer, Martin"
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Frey, Rüdiger
Schweizer, Martin
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
12
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Finance and stochastics
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Applied mathematical finance
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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
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ECONIS (ZBW)
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1
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
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:
3
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
Saved in:
4
Risk-minimizing hedging strategies under restricted information
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001185075
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