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subject:"Innovation"
~isPartOf:"Applied economics letters"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Operations research letters"
~isPartOf:"Research policy : policy, management and economic studies of science, technology and innovation"
~person:"Platen, Eckhard"
~subject:"Volatilität"
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Platen, Eckhard
Malerba, Franco
4
Schweizer, Martin
4
Brökel, Tom
3
Dosi, Giovanni
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Renault, Eric
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Balland, Pierre-Alexandre
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Benth, Fred Espen
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Jamshidian, Farshid
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Applied economics letters
Mathematical finance : an international journal of mathematics, statistics and financial theory
Operations research letters
Research policy : policy, management and economic studies of science, technology and innovation
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
International journal of theoretical and applied finance
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Discussion papers of interdisciplinary research project 373
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Finance and stochastics
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Journal of banking & finance
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
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2
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
3
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
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