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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Platen, Eckhard"
~person:"Weng, Chengguo"
~subject:"Bewertung"
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Bewertung
Portfolio selection
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Portfolio-Management
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Platen, Eckhard
Weng, Chengguo
Du, Ke
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Kardaras, Constantinos
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Miller, Shane M.
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Insurance / Mathematics & economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Applied mathematical finance
1
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Quantitative Finance Research Centre Research Paper
1
The journal of asset management
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University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
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ECONIS (ZBW)
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1
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
2
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009564622
Saved in:
3
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
4
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
5
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
6
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
7
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
Saved in:
8
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
9
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
Saved in:
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