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~person:"Frey, Rüdiger"
~subject:"Option pricing theory"
~subject:"Rohstoffwirtschaft"
~subject:"Volatilität"
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Option pricing theory
Rohstoffwirtschaft
Volatilität
Hedging
18
Theorie
16
Theory
16
Optionspreistheorie
8
Volatility
8
Black-Scholes model
6
Black-Scholes-Modell
6
CAPM
5
Option trading
5
Optionsgeschäft
5
Börsenkurs
4
Portfolio selection
4
Portfolio-Management
4
Share price
4
Devisenmarkt
3
Foreign exchange market
3
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3
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3
Stochastischer Prozess
3
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3
Derivat
2
Derivative
2
Preiselastizität
2
Price elasticity
2
Search theory
2
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2
Ansteckungseffekt
1
Asset-Backed Securities
1
Asset-backed securities
1
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1
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1
Credit market
1
Economics of information
1
Exchange rate risk
1
Handelsvolumen der Börse
1
Incomplete market
1
Informationsökonomik
1
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1
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9
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4
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5
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English
13
Author
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Frey, Rüdiger
McAleer, Michael
51
Arezki, Rabah
42
Chang, Chia-Lin
37
Ma, Feng
30
Prokopczuk, Marcel
29
Hammoudeh, Shawkat
26
Hull, John
24
Manera, Matteo
21
Kang, Sang Hoon
19
Mensi, Walid
18
Ploeg, Frederick van der
18
Alexander, Carol
17
Benth, Fred Espen
17
Bouri, Elie
17
Siebert, Horst
17
Frankel, Jeffrey A.
16
Chevallier, Julien
15
Schwartz, Eduardo S.
15
Wei, Yu
15
Engle, Robert F.
14
Madan, Dilip B.
14
Melʹnikov, Aleksandr V.
14
Nguyen, Duc Khuong
14
Hess, Markus
13
Schlögl, Erik
13
Tansuchat, Roengchai
13
Vespignani, Joaquin
13
Ewald, Christian-Oliver
12
Giglio, Stefano
12
Ji, Qiang
12
Lederman, Daniel
12
Nicolini, Marcella
12
Nikitopoulos, Christina Sklibosios
12
Rosenberg, Joshua V.
12
Dew-Becker, Ian
11
Garbossa, Elisa
11
Hamilton, Kirk
11
Jacks, David S.
11
Kallsen, Jan
11
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Discussion paper / B
6
Applied mathematical finance
1
Discussion paper series / LSE Financial Markets Group
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
13
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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
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
3
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:
4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
5
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
6
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:
7
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
8
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
9
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
10
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
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