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~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
~isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~person:"Albrecht, Peter"
~person:"Platen, Eckhard"
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Albrecht, Peter
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Decisions in economics and finance : a journal of applied mathematics
Finanzmarkt und Portfolio-Management
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German Risk and Insurance Review ; 1 (2005), S. 21-152
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Rating und Kapitalanlage in schwierigen Zeiten
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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
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Shortfall-Performance rollierender Wertsicherungsstrategien
Albrecht, Peter
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10001221845
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
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