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Disambiguation of "Frey, Rüdiger"

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Quantitative risk management

, , and . Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2005)

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Rüdiger Frey

Rüdiger Frey

Rüdiger Frey

Rüdiger Grote

Process-based modeling of volatile organic compound emission from forest canopies. TU München, habilitation, (2009)

Rüdiger Luft

 

Other publications of authors with the same name

Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach, and . Journal of Empirical Finance, 7 (3-4): 271--300 (November 2000)Quantitative risk management, , and . Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2005)Pricing credit derivatives under incomplete information: a nonlinear-filtering approach., and . Finance and Stochastics, 14 (4): 495-526 (2010)Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics., and . CoRR, (2021)A systematic approach to pricing and hedging of international derivatives with interest rate risk, and . Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination wirtschaftlicher Aktivitäten", Projektbereich B, Rheinische Friedrich-Wilhelms-Universität Bonn Sonderforschungsbereich 303, Bonn, Rev. version edition, (1996)Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times., and . Math. Methods Oper. Res., 50 (2): 339-350 (1999)Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions., and . SIAM J. Control and Optimization, 49 (1): 185-204 (2011)Perfect option hedging for a large trader.. Finance and Stochastics, 2 (2): 115-141 (1998)Asset price volatility and option hedging in imperfectly elastic markets. Bonn, (1995)Quantitative risk management: concepts, techniques and tools, , and . #pub-pup#, (2005)