logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
R

Rüdiger Frey

vienna university of economics & business

25H指数
89论文数
4.5K被引数
收录论文 5
发表时间
logo
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies随机碳税政策与减排技术投资
errMathematical Finance
IF2.4
err2026-01-01
err0
errOAAI
errColaneri, Katia; Frey, Rudiger; Kock, Verena
err分享
err收藏
Playing with fire? A mean-field game analysis of fire sales and systemic risk under regulatory capital constraints玩火？在监管资本约束下对火灾销售和系统性风险的均场博弈分析
errCANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
IF1
err2025-12-01
err0
PREAI
errFrey, Rudiger; Traxler, Theresa
err分享
err收藏
CONVERGENCE ANALYSIS OF THE DEEP SPLITTING SCHEME: THE CASE OF PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS AND THE ASSOCIATED FORWARD BACKWARD SDES WITH JUMPS
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2025-02-14
err0
PREAI
errFrey, Ruediger; Koeck, Verena
err分享
err收藏
How safe are european safe bonds? An analysis from the perspective of modern credit risk models
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-10-01
err2
errOAAI
errFrey, Rudiger; Kurt, Kevin; Damian, Camilla
err分享
err收藏
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insightsVaR与相依信用风险投资组合的预期不足: 概念和实践启示
errJOURNAL OF BANKING & FINANCE
IF3.8
err2002-07-01
err112
PREAI
errFrey, R; McNeil, AJ
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
A
Alexander J. McNeil
H 指数: 36 · 论文数: 127
K
Katia Colaneri
H 指数: 10 · 论文数: 69
V
Verena Köck
H 指数: 4 · 论文数: 13
C
Camilla Damian
H 指数: 3 · 论文数: 9
K
Kevin Kurt
H 指数: 1 · 论文数: 5
查看更多