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~person:"Platen, Eckhard"
~subject:"Börsenkurs"
~subject:"Mathematical analysis"
~subject:"Volatilität"
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Börsenkurs
Mathematical analysis
Volatilität
Theorie
121
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121
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54
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54
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30
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Platen, Eckhard
Bollerslev, Tim
85
Lux, Thomas
82
Hautsch, Nikolaus
67
Diebold, Francis X.
63
McAleer, Michael
59
Härdle, Wolfgang
55
Chiarella, Carl
54
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48
Koopman, Siem Jan
46
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45
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45
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44
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43
Campbell, John Y.
41
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38
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35
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34
Veronesi, Pietro
34
Aizenman, Joshua
33
Herwartz, Helmut
33
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32
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32
Bauwens, Luc
31
Fernández-Villaverde, Jesús
31
Foucault, Thierry
31
Asai, Manabu
29
Caballero, Ricardo J.
29
Engle, Robert F.
29
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28
Gil-Alaña, Luis A.
28
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28
Lucas, André
28
Shleifer, Andrei
28
Subrahmanyam, Avanidhar
28
Todorov, Viktor
28
Ghysels, Eric
27
Pesaran, M. Hashem
27
Schlag, Christian
27
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26
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
International journal of theoretical and applied finance
3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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ECONIS (ZBW)
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1
Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
1999
Persistent link: https://www.econbiz.de/10001404962
Saved in:
2
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
Saved in:
3
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
Saved in:
4
On bond price dynamics
Platen, Eckhard
-
1993
Persistent link: https://www.econbiz.de/10000865968
Saved in:
5
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
6
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
7
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
8
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
9
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:
10
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
Saved in:
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