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A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger; Sommer, Daniel - 1995
Persistent link: https://www.econbiz.de/10004249853
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Pseudo-arbitrage : a new approach to pricing and hedging in incomplete markets
Sommer, Daniel - 1998
Persistent link: https://www.econbiz.de/10004594203
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Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel - 1996
Persistent link: https://www.econbiz.de/10004305942
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Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - 1997
Persistent link: https://www.econbiz.de/10004551536
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Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10004249857
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Bounds on European option prices under stochastic volatility
Frey, Rüdiger; Sin, Carlos A. - 1997
Persistent link: https://www.econbiz.de/10004551538
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005
Persistent link: https://www.econbiz.de/10004845328
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10004299305