Perfect option hedging for a large trader. - Rüdiger Frey (Finance Stochastics, 1998)

Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. - Rüdiger Frey; Wolfgang J. Runggaldier (Math. Methods Oper. Res., 1999)

Superreplication in stochastic volatility models and optimal stopping. - Rüdiger Frey (Finance Stochastics, 2000)

Pricing credit derivatives under incomplete information: a nonlinear-filtering approach. - Rüdiger Frey; Wolfgang J. Runggaldier (Finance Stochastics, 2010)

Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions. - Rüdiger Frey; Ulrike Polte (SIAM J. Control. Optim., 2011)

Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering. - Rüdiger Frey; Thorsten Schmidt (Finance Stochastics, 2012)

On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations. - Rüdiger Frey; Thorsten Schmidt; Ling Xu (SIAM J. Numer. Anal., 2013)

Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. - Claudia Ceci; Katia Colaneri; Rüdiger Frey; Verena Köck (SIAM J. Financial Math., 2020)

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics. - Rüdiger Frey; Verena Köck (CoRR, 2021)

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance. - Rüdiger Frey; Verena Köck (Comput., 2022)

Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps. - Rüdiger Frey; Verena Köck (CoRR, 2022)

Convergence Analysis of the Deep Splitting Scheme: The Case of Partial Integro-Differential Equations and the Associated Forward Backward SDEs with Jumps. - Rüdiger Frey; Verena Köck (SIAM J. Sci. Comput., 2025)