//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Platen, Eckhard"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Makroekonomska politika i gosp...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
121
Theory
121
Portfolio selection
54
Portfolio-Management
54
Stochastic process
29
Benchmarking
19
Börsenkurs
17
Share price
17
Volatility
16
Volatilität
16
Analysis
13
CAPM
13
Mathematical analysis
13
Martingal
12
Martingale
12
Hedging
11
Arbitrage Pricing
9
Arbitrage pricing
9
Bewertung
9
Evaluation
9
Derivat
8
Derivative
8
Financial economics
7
Financial market
7
Finanzmarkt
7
Kapitalmarkttheorie
7
Yield curve
7
Zinsstruktur
7
Aktienindex
6
Option pricing theory
6
Optionspreistheorie
6
Stock index
6
benchmark approach
6
Black-Scholes model
5
Black-Scholes-Modell
5
Incomplete market
5
Lag model
5
Lag-Modell
5
Markov chain
5
more ...
less ...
Online availability
All
Free
15
Undetermined
1
Type of publication
All
Book / Working Paper
24
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Article in journal
6
Aufsatz in Zeitschrift
6
Lehrbuch
3
Textbook
3
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
29
German
1
Author
All
Platen, Eckhard
Phillips, Peter C. B.
59
Koopman, Siem Jan
49
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
32
Post, Thierry
32
Barndorff-Nielsen, Ole E.
30
Kohlmann, Michael
30
Yu, Jun
30
Chiarella, Carl
29
Gendreau, Michel
25
Linton, Oliver
24
Zhang, Qing
23
Chan, Joshua
22
Asai, Manabu
21
Gao, Jiti
21
Inderfurth, Karl
21
Küchler, Uwe
21
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Whang, Yoon-jae
19
Benth, Fred Espen
18
Clark, Todd E.
18
Taylor, Robert
18
Bos, Charles S.
17
Föllmer, Hans
17
Garín, María Araceli
17
Kilian, Lutz
17
Kraft, Holger
17
Liesenfeld, Roman
17
Mumtaz, Haroon
17
Shephard, Neil G.
17
Topaloglou, Nikolas
17
Wirjanto, Tony S.
17
Alvarez, Luis H. R.
16
Arvanitis, Stelios
16
Blasques, Francisco
16
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Asia-Pacific financial markets
1
Computational economics
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
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
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
4
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:
5
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
6
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:
7
Risk premia and financial modelling without measure transformation
Platen, Eckhard
-
2000
Persistent link: https://www.econbiz.de/10001555317
Saved in:
8
A minimal financial market model
Platen, Eckhard
-
2000
Persistent link: https://www.econbiz.de/10001558562
Saved in:
9
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:
10
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->