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~subject:"Option pricing theory"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Frey, Rüdiger"
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Option pricing theory
Volatilität
Theorie
18
Theory
18
Hedging
7
Portfolio selection
7
Portfolio-Management
7
Credit risk
5
Kreditrisiko
5
Optionspreistheorie
5
CAPM
4
Markov chain
4
Markov-Kette
4
Stochastic process
4
Stochastischer Prozess
4
Derivat
3
Derivative
3
Incomplete information
3
Unvollkommene Information
3
Volatility
3
Black-Scholes model
2
Black-Scholes-Modell
2
Collateral
2
Incomplete market
2
Kreditsicherung
2
Mathematical programming
2
Mathematische Optimierung
2
Option trading
2
Optionsgeschäft
2
Risikomaß
2
Risk measure
2
Securitization
2
Unvollkommener Markt
2
Verbriefung
2
ARCH model
1
ARCH-Modell
1
Anleihe
1
Ansteckungseffekt
1
Asset-Backed Securities
1
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7
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Aufsatz in Zeitschrift
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7
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Graue Literatur
6
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6
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5
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English
7
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Frey, Rüdiger
7
Runggaldier, Wolfgang J.
2
Schmidt, Thorsten
1
Sin, Carlos A.
1
Sommer, Daniel
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
7
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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 nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
Saved in:
3
Risk minimization with incomplete information in a model for high-frequency data
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10002177564
Saved in:
4
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:
5
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
Saved in:
6
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:
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:
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