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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - 2007
Persistent link: https://www.econbiz.de/10003437596
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003437600
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662353
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A benchmark approach to investing and pricing
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662367
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
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Approximating the numéraire portfolio by naive diversification
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663094
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Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2007
Persistent link: https://www.econbiz.de/10003685202
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Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003384031
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The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792
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Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856795