Risk Minimization with Incomplete Information in a Model for High‐Frequency Data

By Rüdiger Frey. 2000

61 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cc10219c9472061425a011e7931672d5f0179014

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Alina Z. Chmakova
2. Ljudmila A. Bordag
3. Daniel Sevcovic

In Finance

1. Alina Z. Chmakova
2. Ljudmila A. Bordag
3. Daniel Sevcovic

Citations in the corpus

• Explicit solutions for a nonlinear model of financial derivatives (2006, background): “Recently a series of papers appeared in which one or more of these assumptions have been relaxed; [19], [17], [1], [18], [5] and [2] are representative examples of this work.”