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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003482142
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A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662355
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Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662360
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Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662361
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Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2007
Persistent link: https://www.econbiz.de/10003685202
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A visual classification of local martingales
Hulley, Hardy; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857178
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On explicit probability laws for classes of scalar diffusions
Craddock, Mark; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10003857525
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344800
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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