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Valuation of two-factor term structure models
Goldman, D.; Heath, D.; Kentwell, Glenn; Platen, Eckhard - In: Advances in futures and options research : a research annual 8 (1995), pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard; Taylor, David - 2016
Persistent link: https://www.econbiz.de/10011778139
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Investing for the long run
Leisen, Dietmar; Platen, Eckhard - 2017
Persistent link: https://www.econbiz.de/10011778143
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Market efficiency and the growth optimal portfolio
Platen, Eckhard; Rendek, Renata - 2017
Persistent link: https://www.econbiz.de/10011778194
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The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos; Obłój, Jan; Platen, Eckhard - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
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Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios; Platen, Eckhard - In: International journal of economic research 10 (2013) 2, pp. 349-372
Persistent link: https://www.econbiz.de/10010391196
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A benchmark framework for integrated risk management
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732760
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Benchmark model with intensity based jumps
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732762
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Arbitrage in continuous complete markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001732810