Personal profile
Research interests
Financial Mathematics
Curriculum Vitae
Quantitative Finance, MSc, WU Vienna
1 Oct 2019 → 27 Sept 2021
Technical Physics, BSc, Vienna University of Technology
1 Oct 2015 → 1 Feb 2019
Expertise
- Financial Mathematics
- Stochastic Processes
- Mean Field Games
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Playing with fire? A mean-field game analysis of fire sales and systemic risk under regulatory capital constraints
Frey, R. & Traxler, T., 2025, (E-pub ahead of print) In: Canadian Journal of Statistics.Publication: Scientific journal › Journal article › peer-review
Open Access -
Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
Frey, R. & Traxler, T., 25 Jun 2024.Publication: Working/Discussion Paper › Working Paper/Preprint
Open AccessFile46 Downloads (Pure)