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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Research Paper Series / Finance Discipline Group, Business School
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
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A benchmark model for financial markets
Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001606224
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
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Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001597004
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Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen
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Küchler, Uwe
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Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001609566
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Risk premia and financial modelling without measure transformation
Platen, Eckhard
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2000
Persistent link: https://www.econbiz.de/10001555317
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A minimal financial market model
Platen, Eckhard
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2000
Persistent link: https://www.econbiz.de/10001558562
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
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1999
Persistent link: https://www.econbiz.de/10001404962
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