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~isPartOf:"Journal of banking & finance"
~person:"Platen, Eckhard"
~subject:"Aufsatzsammlung"
~subject:"Volatilität"
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Aufsatzsammlung
Volatilität
Benchmark approach
2
Martingal
2
Martingale
2
Stochastic process
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Stochastischer Prozess
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3/2 Stochastic volatility model
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Smile and skew of vanilla options
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Platen, Eckhard
Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
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Back, Janis
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Backwell, Alex
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Barro, Diana
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Chang, Charles
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1
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Consigli, Giorgio
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Cordis, Adriana S.
1
Cui, Zhenyu
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
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Feunou, Bruno
1
Fuh, Cheng-der
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Fusai, Gianluca
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He, Xue-zhong
1
Horny, Guillaume
1
Hull, John
1
Ignatieva, Ekaterina
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Jeon, Yoontae
1
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Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / B
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research Paper Number: 250, Quantitative Finance Research Centre, University of Technology, Sydney
1
The journal of computational finance
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ECONIS (ZBW)
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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
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
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