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person:"Platen, Eckhard"
~subject:"Algorithm"
~subject:"Mean reversion"
~subject:"Noise trading"
~type_genre:"Graue Literatur"
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Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
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2
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
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2008
Persistent link: https://www.econbiz.de/10003857127
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3
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
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2007
Persistent link: https://www.econbiz.de/10003482142
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