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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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Valuation of two-factor term structure models
Goldman, D.; Heath, D.; Kentwell, Glenn; Platen, Eckhard - In: Advances in futures and options research : a research annual 8 (1995), pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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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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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
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Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios; Platen, Eckhard - In: International journal of economic research 10 (2013) 2, pp. 349-372
Persistent link: https://www.econbiz.de/10010391196
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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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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
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Risk premia and financial modelling without measure transformation
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001555317
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A minimal financial market model
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001558562