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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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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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Benchmark model with intensity based jumps
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732762
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Arbitrage in continuous complete markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001732810
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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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Benchmarking and fair pricing applied to two market models
Hulley, Hardy; Miller, Shane; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765066
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On honest times in financial modeling
Nikeghbali, Ashkan; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857128
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A benchmark approach to investing and pricing
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662367
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Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan; Platen, Eckhard - 2013
Persistent link: https://www.econbiz.de/10009713743