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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:"Stock index"
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
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2
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc
;
Platen, Eckhard
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2006
Persistent link: https://www.econbiz.de/10003384031
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3
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253944
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4
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
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2004
Persistent link: https://www.econbiz.de/10002253953
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5
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
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2003
Persistent link: https://www.econbiz.de/10002250902
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