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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003329788
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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A benchmark approach to finance
Platen, Eckhard - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
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Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003482142
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - 2007
Persistent link: https://www.econbiz.de/10003437596
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003437600
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On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003374003