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Search: person:"Frey, Rüdiger"
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Option pricing theory
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Frey, Rüdiger
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Sin, Carlos A.
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Sommer, Daniel
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1
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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2
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
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3
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
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4
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
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5
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
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