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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Derivat"
~subject:"Incomplete market"
~subject:"Portfolio selection"
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Asymmetrische Information
Derivat
Incomplete market
Portfolio selection
Theorie
121
Theory
121
Portfolio-Management
54
Stochastischer Prozess
30
Stochastic process
29
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19
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61
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Platen, Eckhard
Fabozzi, Frank J.
132
Maurer, Raimond
72
Gottardi, Piero
62
Vives, Xavier
59
Hens, Thorsten
56
Jarrow, Robert A.
54
Gollier, Christian
53
Uppal, Raman
52
Kerschbamer, Rudolf
49
Gouriéroux, Christian
47
Korn, Ralf
45
Kubler, Felix
45
Sutter, Matthias
45
Guidolin, Massimo
43
Mitchell, Olivia S.
42
Broll, Udo
41
Allen, Franklin
40
Ang, Andrew
40
Lien, Da-hsiang Donald
40
Prigent, Jean-Luc
40
Satchell, Stephen
40
Dionne, Georges
39
Li, Duan
39
Lo, Andrew W.
39
Morris, Stephen
39
Markowitz, Harry
38
Campbell, John Y.
37
Malamud, Semyon
37
Post, Thierry
37
Schmedders, Karl
37
Duffie, Darrell
36
Polemarchakis, Heraklis M.
36
Schenk-Hoppé, Klaus Reiner
35
Levy, Haim
34
Härdle, Wolfgang
33
Lioui, Abraham
33
Martimort, David
33
Bergemann, Dirk
32
Escobar, Marcos
32
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Operations research letters
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
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1
Springer finance
1
The Kyoto economic review
1
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ECONIS (ZBW)
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
2
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
3
A benchmark approach to finance
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
Saved in:
4
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
Saved in:
5
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
6
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
7
Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
Saved in:
8
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
9
A benchmark approach to investing and pricing
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662367
Saved in:
10
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
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