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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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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
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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
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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
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
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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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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
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Bounds on European option prices under stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000974834
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The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger - 1996
Persistent link: https://www.econbiz.de/10000939781
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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