//--> //--> //--> //-->
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"
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
A dynamic inventory model with...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
53
Stochastic process
52
Theorie
30
Theory
30
Volatility
18
Volatilität
18
Portfolio selection
14
Portfolio-Management
14
Option pricing theory
11
Optionspreistheorie
11
Analysis
10
Börsenkurs
10
Mathematical analysis
10
Share price
10
Benchmarking
7
Financial economics
7
Interest rate
7
Kapitalmarkttheorie
7
Zins
7
Yield curve
6
Zinsstruktur
6
Bewertung
5
Evaluation
5
Hedging
5
Incomplete market
5
Lag model
5
Lag-Modell
5
Markov chain
5
Markov-Kette
5
Monte-Carlo-Simulation
5
Risikoprämie
5
Risk premium
5
Unvollkommener Markt
5
Benchmark approach
4
Estimation theory
4
Financial market
4
Finanzmarkt
4
Finanzmathematik
4
Martingal
4
Martingale
4
more ...
less ...
Online availability
All
Free
34
Undetermined
2
Type of publication
All
Book / Working Paper
43
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Article in journal
10
Aufsatz in Zeitschrift
10
Lehrbuch
3
Textbook
3
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
52
German
1
Author
All
Platen, Eckhard
McAleer, Michael
105
Sethi, Suresh
100
Phillips, Peter C. B.
75
Belzil, Christian
74
Minner, Stefan
71
Koopman, Siem Jan
70
Dekker, Rommert
63
Chiarella, Carl
61
Hansen, Jörgen
54
Inderfurth, Karl
49
Cheng, T. C. E.
47
Bensoussan, Alain
46
Escudero, Laureano F.
45
Ferrari, Giorgio
45
Teunter, Ruud H.
45
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Cárdenas-Barrón, Leopoldo Eduardo
44
Taleizadeh, Ata Allah
44
Asai, Manabu
42
Glock, Christoph H.
42
Kamihigashi, Takashi
42
Post, Thierry
42
Takahashi, Akihiko
42
Shah, Nita H.
41
Yu, Jun
40
Gao, Jiti
39
Yu, Yugang
39
Benth, Fred Espen
38
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Shephard, Neil G.
37
Boute, Robert N.
36
Chan, Joshua
36
Disney, Stephen M.
36
Simchi-Levi, David
36
Uthayakumar, R.
36
Escobar, Marcos
34
Gendreau, Michel
34
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
2
Journal of banking & finance
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Annals of financial economics
1
Asia-Pacific financial markets
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / B
1
Finance and stochastics
1
International journal of theoretical and applied 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
Research Paper Number: 250, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
Springer Finance
1
Springer finance
1
Stochastic modelling and applied probability
1
The journal of computational finance
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
2
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003329788
Saved in:
3
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
4
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003374003
Saved in:
5
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
6
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:
7
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
8
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Saved in:
9
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
10
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->