Narrow search
Showing 1 - 10 of 103
Cover Image
Real world pricing of long term contracts
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662357
Cover Image
A benchmark approach to investing and pricing
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662367
Cover Image
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.; Platen, Eckhard - In: Applied mathematical finance 17 (2010) 1/2, pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
Cover Image
The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792
Cover Image
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857174
Cover Image
A benchmark model for financial markets
Platen, Eckhard - 2001
to be locally arbitrage free, however, it still permits some form of arbitrage. Finally, a subclass of arbitrage free … portfolio ; arbitrage amount …
Persistent link: https://www.econbiz.de/10009614289
Cover Image
A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619270
Cover Image
A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224
Cover Image
Real World Pricing of Long Term Contracts
Platen, Eckhard - 2012
This paper proposes a paradigm shift in the valuation of long term contracts, away from classical no-arbitrage pricing …
Persistent link: https://www.econbiz.de/10013115192
Cover Image
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