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Risk-minimizing hedging strate...
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Frey, Rüdiger
36
Runggaldier, Wolfgang J.
34
Fontana, Claudio
5
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4
Stremme, Alexander
4
Bhar, Ramaprasad
3
Björk, Tomas
3
Chiarella, Carl
3
Damian, Camilla
3
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3
Colaneri, Katia
2
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2
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2
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2
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2
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Sin, Carlos A.
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9
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7
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5
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5
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3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
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2
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1
Handbook of heavy tailed distributions in finance
1
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1
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1
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1
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1
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1
Lecture notes in mathematics <Berlin> / Subseries / Fondazione CIME, Firenze
1
Lectures given at the ... session of the Centro Internazionale Matematico Estivo (CIME) ..
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics and financial economics
1
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1
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1
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ECONIS (ZBW)
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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:
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
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
4
Jump-diffusion models
Runggaldier, Wolfgang J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 169-209)
.
2003
Persistent link: https://www.econbiz.de/10001882067
Saved in:
5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
7
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:
8
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
9
Perfect option hedging for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
Saved in:
10
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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