E-LIB Suche - Ergebnisse für: Frey, Rüdiger

1

Deep Neural Network Algorithms for Parabolic PIDEs and Appl..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Frey, Rüdiger ; Köck, Verena - p. 272-277 , 2022

Link: https://doi.org/10.1007/..

2

Markov-modulated affine processes:

Kurt, Kevin ; Frey, Rüdiger
Stochastic Processes and their Applications. 153 (2022) - p. 391-422 , 2022

Link: https://doi.org/10.1016/..

3

Deep Neural Network Algorithms for Parabolic PIDEs and Appl..:

Frey, Rüdiger ; Köck, Verena
Computation. 10 (2022) 11 - p. 201 , 2022

Link: https://doi.org/10.3390/..

4

Classical solutions of the backward PIDE for Markov modulat..:

Colaneri, Katia ; Frey, Rüdiger
Insurance: Mathematics and Economics. 101 (2021) - p. 498-507 , 2021

Link: https://doi.org/10.1016/..

5

Value Adjustments and Dynamic Hedging of Reinsurance Counte..:

Ceci, Claudia ; Colaneri, Katia ; Frey, Rüdiger.
SIAM Journal on Financial Mathematics. 11 (2020) 3 - p. 788-814 , 2020

Link: https://doi.org/10.1137/..

6

Optimal liquidation under partial information with price im..:

Colaneri, Katia ; Eksi, Zehra ; Frey, Rüdiger.
Stochastic Processes and their Applications. 130 (2020) 4 - p. 1913-1946 , 2020

Link: https://doi.org/10.1016/..

7

How safe are european safe bonds? An analysis from the pers..:

Frey, Rüdiger ; Kurt, Kevin ; Damian, Camilla
Journal of Banking & Finance. 119 (2020) - p. 105939 , 2020

Link: https://doi.org/10.1016/..

8

Diversification and Systemic Risk: A Financial Network Pers..:

Frey, Rüdiger ; Hledik, Juraj
Risks. 6 (2018) 2 - p. 54 , 2018

Link: https://doi.org/10.3390/..

9

Corporate security prices in structural credit risk models ..:

Frey, Rüdiger ; Rösler, Lars ; Lu, Dan
Mathematical Finance. 29 (2018) 1 - p. 84-116 , 2018

Link: https://doi.org/10.1111/..

10

EM algorithm for Markov chains observed via Gaussian noise ..:

Damian, Camilla ; Eksi, Zehra ; Frey, Rüdiger
Statistics & Risk Modeling. 35 (2017) 1-2 - p. 51-72 , 2017

Link: https://doi.org/10.1515/..

11

Parameter Estimation in Credit Models Under Incomplete Info..:

Herbertsson, Alexander ; Frey, Rüdiger
Communications in Statistics - Theory and Methods. 43 (2014) 7 - p. 1409-1436 , 2014

Link: https://doi.org/10.1080/..

12

ON GALERKIN APPROXIMATIONS FOR THE ZAKAI EQUATION WITH DIFF..:

FREY, RÜDIGER ; SCHMIDT, THORSTEN ; XU, LING
SIAM Journal on Numerical Analysis. 51 (2013) 4 - p. 2036-2062 , 2013

Link: http://dx.doi.org/10.113..

13

ON GALERKIN APPROXIMATIONS FOR THE ZAKAI EQUATION WITH DIFF..:

FREY, RÜDIGER ; SCHMIDT, THORSTEN ; XU, LING
SIAM Journal on Numerical Analysis. 51 (2013) 4 - p. 2036-2062 , 2013

Link: https://www.jstor.org/st..

14

Filtering and Incomplete Information in Credit Risk:

, In: Credit Risk Frontiers,

Frey, Rüdiger ; Schmidt, Thorsten - p. 185-218 , 2012

Link: https://doi.org/10.1002/..

15

Nonlinear Black–Scholes Equations in Finance: Associated Co..:

Frey, Rüdiger ; Polte, Ulrike
SIAM Journal on Control and Optimization. 49 (2011) 1 - p. 185-204 , 2011

Link: https://doi.org/10.1137/..