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~person:"Platen, Eckhard"
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Stochastischer Prozess
53
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30
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Platen, Eckhard
McAleer, Michael
134
Moretto, Michele
114
Chen, Yu-Fu
111
Madan, Dilip B.
109
Koopman, Siem Jan
105
Härdle, Wolfgang
95
Funke, Michael
92
Chiarella, Carl
89
Fabozzi, Frank J.
89
Joshi, Mark S.
87
Cui, Zhenyu
84
Phillips, Peter C. B.
84
Takahashi, Akihiko
77
Carr, Peter
70
Benth, Fred Espen
67
Schoutens, Wim
65
Elliott, Robert J.
64
Kapetanios, George
61
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61
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61
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58
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57
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57
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57
Asai, Manabu
55
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54
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54
Trigeorgis, Lenos
54
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53
Maennig, Wolfgang
53
Tsionas, Efthymios G.
53
Ferrari, Giorgio
52
Jacobs, Kris
52
Korn, Ralf
52
Simmons, Robert
52
Yu, Jun
52
Frick, Bernd
51
Dijk, Herman K. van
50
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50
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4
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32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
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ECONIS (ZBW)
79
RePEc
5
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1
Valuation of FX barrier options under stochastic volatility
Heath, David C.
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001215397
Saved in:
2
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
4
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
5
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
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 hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Bruti-Liberati, Nicola
;
Martini, Filippo
;
Piccardi, Massimo
-
2005
Persistent link: https://www.econbiz.de/10002863383
Saved in:
8
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
9
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
Saved in:
10
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
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