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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
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Alternative defaultable term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - In: Asia-Pacific financial markets 16 (2009) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
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Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard - In: Asia-Pacific financial markets 12 (2005) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
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Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard - In: Asia-Pacific financial markets 11 (2004) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003084142
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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
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - In: Asia-Pacific financial markets 11 (2004) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 11 (2004) 1, pp. 79-105
Persistent link: https://www.econbiz.de/10003084169