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On the use of equities in target date funds
Barone-Adesi, Giovanni; Platen, Eckhard; Sala, Carlo - 2020
Is it possible to achieve almost riskless investment results in the long run through equity investments? The persistence of low interest rates is spurring research on this question, because of the need to increase yields, while limiting variability of investment results. Target date funds aim to...
Persistent link: https://www.econbiz.de/10012219170
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Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin; Zhu, Dan; Platen, Eckhard - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
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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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Sure profits via flash strategies and the impossibility of predictable jumps
Fontana, Claudio; Pelger, Markus; Platen, Eckhard - 2017
Persistent link: https://www.econbiz.de/10011778192
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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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A general benchmark model for stochastic jump sizes
Mosegaard Christensen, Morton; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002554349
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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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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan; Fung, Man Chung; Ignatieva, Ekaterina; … - In: Applied mathematical finance 22 (2015) 3/4, pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan; Platen, Eckhard - In: Asia-Pacific financial markets 22 (2015) 3, pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48
Persistent link: https://www.econbiz.de/10011377682