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~person:"Platen, Eckhard"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Working Paper"
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Derivat
Option pricing theory
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Derivative
22
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6
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Platen, Eckhard
Lien, Da-hsiang Donald
47
Broll, Udo
32
Benth, Fred Espen
29
Gouriéroux, Christian
27
Jarrow, Robert A.
24
Härdle, Wolfgang
23
Kit, Pong Wong
23
Hull, John
20
McAleer, Michael
20
Fabozzi, Frank J.
19
Subrahmanyam, Marti G.
19
Irwin, Scott H.
18
GarcĂa, Philip
17
Korn, Olaf
17
Prokopczuk, Marcel
16
Ryu, Doojin
16
Stulz, René M.
16
Webb, Robert I.
16
Wolfers, Justin
16
Brigo, Damiano
15
Carr, Peter
15
Wang, Xingchun
15
White, Alan
15
Acharya, Viral V.
14
Brooks, Robert
14
Gannon, Gerard L.
14
Monfort, Alain
14
Pelizzon, Loriana
14
Whaley, Robert E.
14
Zimmermann, Heinz
14
Chang, Chia-Lin
13
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13
Frino, Alex
13
Joshi, Mark S.
13
Odening, Martin
13
Barone-Adesi, Giovanni
12
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12
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12
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Asia-Pacific financial markets
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Operations research letters
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
22
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1
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
2
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:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
5
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
6
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
7
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
8
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856788
Saved in:
9
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
10
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
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