Similar Search Results - EconBiz

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang; Kleinow, Torsten; Korostelev, … - 2001

The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...

Persistent link: https://www.econbiz.de/10009613611

Stylised properties of the interest rate term structure under the benchmark approach

Fergusson, Kevin; Platen, Eckhard - 2014

Persistent link: https://www.econbiz.de/10011344800

A penny saved is a penny earned : less expensive zero coupon bonds

Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard - 2016

Persistent link: https://www.econbiz.de/10011778099

Detecting money market bubbles

Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - 2016

Persistent link: https://www.econbiz.de/10011778131

Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts

Platen, Eckhard; Taylor, David - 2016

Persistent link: https://www.econbiz.de/10011778139

Investing for the long run

Leisen, Dietmar; Platen, Eckhard - 2017

Persistent link: https://www.econbiz.de/10011778143

Sure profits via flash strategies and the impossibility of predictable jumps

Fontana, Claudio; Pelger, Markus; Platen, Eckhard - 2017

Persistent link: https://www.econbiz.de/10011778192

Market efficiency and the growth optimal portfolio

Platen, Eckhard; Rendek, Renata - 2017

Persistent link: https://www.econbiz.de/10011778194

A benchmark framework for integrated risk management

Platen, Eckhard - 2002

Persistent link: https://www.econbiz.de/10001732760

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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