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Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin; Platen, Eckhard - 2013
Persistent link: https://www.econbiz.de/10010213176
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On the distributional characterization of daily log-returns of a world stock index
Fergusson, Kevin; Platen, Eckhard - In: Applied mathematical finance 13 (2006) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003320030
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On the distributional characterization of log-returns of a world stock index
Fergusson, Kevin; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765045
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The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun; Platen, Eckhard - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
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The small and large time implied volatilities in the minimal market model
Guo, Zhi; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564614
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Three-benchmarked risk minimization for jump diffusion markets
Du, Ke; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564615
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Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253944
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 11 (2004) 1, pp. 79-105
Persistent link: https://www.econbiz.de/10003084169
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Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard - In: Asia-Pacific financial markets 12 (2005) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - 2002
Persistent link: https://www.econbiz.de/10001732830