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~person:"Platen, Eckhard"
~subject:"Arbitrage Pricing"
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Platen, Eckhard
Rudebusch, Glenn D.
16
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1
Benchmark model with intensity based jumps
Platen, Eckhard
-
2002
Persistent link: https://www.econbiz.de/10001732762
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2
Arbitrage in continuous complete markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001732810
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3
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001606224
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4
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
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5
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
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6
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
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7
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619270
Saved in:
8
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
Saved in:
9
Perfect hedging of index derivatives under a minimal market model
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
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