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Publications Rüdiger Frey

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Preprints: 
  • Colaneri, Katia, Frey, Rüdiger. 2019. Classical solutions of the Backward PIDE for a Marked Point Processes with characteristics modulated by a jump diffusion. arxiv.org/abs/1903.07492

  • Ceci, Claudia, Colaneri, Katia, Frey, Rüdiger, Köck, Verena. 2019. Value adjustments and dynamic hedging of reinsurance counterparty risk. arxiv.org/abs/1909.04354 

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Contributions to refereed journals:
Contributions to books:
Older working papers:
Selected conference presentations: