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~person:"Platen, Eckhard"
~subject:"Markov chain"
~subject:"Mathematical analysis"
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Markov chain
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Platen, Eckhard
Waggoner, Daniel F.
29
Elliott, Robert J.
25
Tsionas, Efthymios G.
20
Zha, Tao
20
Lütkepohl, Helmut
19
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12
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12
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11
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11
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11
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10
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10
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7
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3
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ECONIS (ZBW)
17
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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
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
3
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:
4
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:
5
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001597004
Saved in:
6
A visual classification of local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857178
Saved in:
7
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
8
Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard
;
Bruti-Liberati, Nicola
-
2010
-
1. ed.
Persistent link: https://www.econbiz.de/10003934874
Saved in:
9
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
10
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
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