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Search: person:"Heath, David C."
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Theorie
17
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Option pricing theory
10
Optionspreistheorie
10
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6
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6
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5
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5
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English
23
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Heath, David C.
25
Platen, Eckhard
16
Jarrow, Robert A.
5
Morton, Andrew J.
3
Heath, David C
2
Herzel, Stefano
2
Jarrow, Robert A
2
Artzner, Philippe
1
Craddock, Mark
1
Jackson, Peter L.
1
Schweizer, Martin
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Asia-Pacific financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial engineering and the Japanese markets
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Journal of Finance
1
Journal of financial and quantitative analysis : JFQA
1
Review of futures markets
1
Springer Finance
1
Springer finance
1
The Journal of Business
1
The journal of business : B
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
23
OLC EcoSci
2
RePEc
2
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1
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
Saved in:
2
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
3
Local volatility function models under a benchmark approach
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253940
Saved in:
4
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
5
Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.
;
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250887
Saved in:
6
A variance reduction technique based on integral representations
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732828
Saved in:
7
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.
;
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732832
Saved in:
8
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
9
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
Saved in:
10
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Saved in:
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