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~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Stochastic process"
~subject:"Volatility"
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Asymmetrische Information
Portfolio selection
Stochastic process
Volatility
Theorie
121
Theory
121
Portfolio-Management
54
Stochastischer Prozess
30
Benchmarking
19
Börsenkurs
17
Share price
17
Volatilität
16
Analysis
13
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13
Mathematical analysis
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benchmark approach
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Incomplete market
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English
78
German
1
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Platen, Eckhard
Fabozzi, Frank J.
136
Bollerslev, Tim
77
Maurer, Raimond
74
Diebold, Francis X.
71
Koopman, Siem Jan
65
McAleer, Michael
64
Phillips, Peter C. B.
64
Härdle, Wolfgang
63
Chiarella, Carl
62
Gollier, Christian
62
Uppal, Raman
59
Vives, Xavier
57
Campbell, John Y.
56
Lucas, André
53
Satchell, Stephen
53
Morris, Stephen
52
Post, Thierry
52
Guidolin, Massimo
51
Sethi, Suresh
51
Lux, Thomas
50
Kerschbamer, Rudolf
49
Aizenman, Joshua
48
Korn, Ralf
48
Ang, Andrew
47
Andersen, Torben
45
Engle, Robert F.
45
Schenk-Hoppé, Klaus Reiner
45
Sutter, Matthias
45
Bergemann, Dirk
44
Gouriéroux, Christian
43
Mitchell, Olivia S.
43
Caporin, Massimiliano
42
He, Xue-zhong
41
Račev, Svetlozar T.
40
Escudero, Laureano F.
39
Li, Duan
39
Timmermann, Allan
39
Wong, Wing Keung
39
Dionne, Georges
38
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Asia-Pacific financial markets
2
Discussion papers of interdisciplinary research project 373
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Computational economics
1
Finance and stochastics
1
Journal of banking & finance
1
Operations research letters
1
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
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
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Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
The Kyoto economic review
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
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ECONIS (ZBW)
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1
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
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003329788
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
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
6
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
7
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003437600
Saved in:
8
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003374003
Saved in:
9
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:
10
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
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