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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen; Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001609566
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Risk premia and financial modelling without measure transformation
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001555317
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A minimal financial market model
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001558562
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001597004