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~language:"eng"
~person:"Platen, Eckhard"
~subject:"Benchmarking"
~subject:"Bewertung"
~subject:"Theorie"
~type_genre:"Kongress"
~type_genre:"Working Paper"
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Benchmarking
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23
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14
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7
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Platen, Eckhard
Chiarella, Carl
59
Kaplow, Louis
57
Shavell, Steven
55
Schjelderup, Guttorm
51
Kamihigashi, Takashi
49
Broll, Udo
45
Minford, Patrick
41
Snower, Dennis J.
39
Koskela, Erkki
37
Kind, Hans Jarle
34
Nielsen, Søren Bo
34
Flaschel, Peter
33
Boysen, Nils
32
Galí, Jordi
31
Härdle, Wolfgang
30
Keuschnigg, Christian
30
McAleer, Michael
29
Wen, Yi
29
Herings, Peter Jean-Jacques
28
Caporale, Guglielmo Maria
26
Sørgard, Lars
26
Bebchuk, Lucian A.
24
Peters, Hans J. M.
24
Poutvaara, Panu
24
Dixon, Huw
23
Raimondos-Møller, Pascalis
23
Scholl, Armin
23
Tungodden, Bertil
23
Leith, Campbell B.
22
Martin, Alberto
22
Sunstein, Cass R.
22
Bjorvatn, Kjetil
21
Gillman, Max
21
Aase, Knut K.
20
Budzinski, Oliver
20
Fliedner, Malte
20
Kanniainen, Vesa
20
Lindbeck, Assar
20
Meenagh, David
20
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
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ECONIS (ZBW)
26
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1
Approximation of jump diffusions in finance and
economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003329788
Saved in:
2
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
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
M 6 : on minimal market models and minimal martingale measures ; [this paper is dedicated to Eckhard Platen on the occasion of his 60th birthday]
Hulley, Hardy
;
Schweizer, Martin
-
2010
Persistent link: https://www.econbiz.de/10008663095
Saved in:
5
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
Saved in:
6
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
7
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
8
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
9
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
10
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
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