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Items where Author is "Frey, Rüdiger"

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Number of items: 5.

Article

Frey, Rüdiger and Hledik, Juraj (2018) Diversification and Systemic Risk: A Financial Network Perspective. Risks, 6 (2). p. 54. ISSN 2227-9091

Damian, Camilla and Eksi-Altay, Zehra and Frey, Rüdiger (2018) EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies. Statistics and Risk Modeling, 35 (1-2). pp. 51-72. ISSN 2196-7040

Frey, Rüdiger and Rösler, Lars and Lu, Dan (2017) Corporate Security Prices in Structural Credit Risk Models with Incomplete Information. Mathematical Finance, 29 (1). pp. 84-116. ISSN 1467-9965

Frey, Rüdiger and Gabih, Abdelali and Wunderlich, Ralf (2012) Portfolio Optimization under Partial Information with Expert Opinions. International Journal of Theoretical and Applied Finance, 15 (1). pp. 1-18. ISSN 0219-0249

Paper

Frey, Rüdiger and Rösler, Lars (2013) Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps. Research Report Series / Department of Statistics and Mathematics, 122. WU Vienna University of Economics and Business, Vienna.

This list was generated on Mon Jul 15 19:59:13 2019 CEST.