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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778131
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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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A benchmark framework for integrated risk management
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732760
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A discrete time benchmark approach for finance and insurance
Bühlmann, Hans; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732818
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - 2002
Persistent link: https://www.econbiz.de/10001732830
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224
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Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen; Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001609566