R\"udiger Frey

Identifiers

• name variant R\"udiger Frey 0.60 · backfill

Papers (3)

1. Optimal Liquidation under Partial Information with Price Impact q-fin.MF · 2016 · author #3
2. Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach q-fin.PM · 2013 · author #1
3. On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations math.NA · 2013 · author #1

Mentions

• 1303.2513 #1 · backfill · confidence 0.70 R\"udiger Frey
• 1303.0975 #1 · backfill · confidence 0.70 R\"udiger Frey

Frequent Coauthors

• Abdelali Gabih 1 shared papers
• Katia Colaneri 1 shared papers
• Ling Xu 1 shared papers
• Michaela Sz\"olgyenyi 1 shared papers
• Ralf Wunderlich 1 shared papers
• Thorsten Schmidt 1 shared papers
• Zehra Eksi 1 shared papers