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Three-benchmarked risk minimization for jump diffusion markets
Du, Ke; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564615
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Modeling of oil prices
Du, Ke; Platen, Eckhard; Rendek, Renata - 2012
Persistent link: https://www.econbiz.de/10009681979
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An alternative interest rate term structure model
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250865
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250902
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Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250936
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A benchmark framework for risk management
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250953
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Capital asset pricing for markets with intensity based jumps
Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002604969
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On the role of the growth optimal portfolio in finance
Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002604979
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Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253957
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The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792