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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:"Volatilität"
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Platen, Eckhard
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Insurance / Mathematics & economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
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1
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
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2
The small and large time implied volatilities in the minimal market model
Guo, Zhi
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564614
Saved in:
3
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:
4
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
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