Similar Search Results

On bond price dynamics

Platen, Eckhard - 1993

Persistent link: https://www.econbiz.de/10000865968

The small and large time implied volatilities in the minimal market model

Guo, Zhi Jun; Platen, Eckhard - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-23

Persistent link: https://www.econbiz.de/10009707096

The small and large time implied volatilities in the minimal market model

Guo, Zhi; Platen, Eckhard - 2011

Persistent link: https://www.econbiz.de/10009564614

Three-benchmarked risk minimization for jump diffusion markets

Du, Ke; Platen, Eckhard - 2011

Persistent link: https://www.econbiz.de/10009564615

Modelling co-movements and tail dependency in the international stock market via copulae

Ignatieva, Katja; Platen, Eckhard - In: Asia-Pacific financial markets 17 (2010) 3, pp. 261-302

Persistent link: https://www.econbiz.de/10009237110

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang; Kleinow, Torsten; Korostelev, … - 2001

The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...

Persistent link: https://www.econbiz.de/10009613611