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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
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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
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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
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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
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
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On the role of the growth optimal portfolio in finance
Platen, Eckhard - In: Australian economic papers 44 (2005) 4, pp. 365-388
Persistent link: https://www.econbiz.de/10003237000
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Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard; Platen, Eckhard - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - In: Computational economics 29 (2007) 3/4, pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
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Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.; Platen, Eckhard - In: International journal of theoretical and applied finance 11 (2008) 8, pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
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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