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Publications Rüdiger Frey

  • Colaneri, Katia, Frey, Rüdiger. 2019. Classical solutions of the Backward PIDE for a Marked Point Processes with characteristics modulated by a jump diffusion.

  • Ceci, Claudia, Colaneri, Katia, Frey, Rüdiger, Köck, Verena. 2019. Value adjustments and dynamic hedging of reinsurance counterparty risk. 


Contributions to refereed journals:
Contributions to books:
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Selected conference presentations: