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~language:"eng"
~person:"Platen, Eckhard"
~source:"econis"
~subject:"Credit risk"
~subject:"Meteorology"
~subject:"Price convergence"
~subject:"Volatilität"
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Platen, Eckhard
Brigo, Damiano
19
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13
Crépey, Stéphane
13
Wang, Xingchun
13
Benth, Fred Espen
12
Gannon, Gerard L.
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11
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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ECONIS (ZBW)
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1
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
2
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
3
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
Saved in:
4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
5
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
6
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
7
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
8
Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619286
Saved in:
9
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
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