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Platen, Eckhard
17
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
3
Applied mathematical finance
2
The journal of asset management
2
Annals of the Institute of Statistical Mathematics : AISM
1
Australian economic papers
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2
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1
Curved exponential families of stochastic processes and their envelope families
Küchler, Uwe
;
Sørensen, Michael
- In:
Annals of the Institute of Statistical Mathematics : AISM
48
(
1996
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10007325887
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2
Coherent risk measures and good-deal bounds
Jaschke, Stefan
;
Küchler, Uwe
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 181-200
Persistent link: https://www.econbiz.de/10008217150
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3
A benchmark approach to asset management
Platen, Eckhard
- In:
The journal of asset management
6
(
2005-06
)
6
,
pp. 390-405
Persistent link: https://www.econbiz.de/10007287042
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4
Numerical Solution of SDE Through Computer Experiments
Koeden, Peter E.
;
Platen, Eckhard
;
Schurz, Henri
;
Ny, …
- In:
Journal de la Société de Statistique de Paris
136
(
1995
)
3
,
pp. 103
Persistent link: https://www.econbiz.de/10006797259
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5
Numerical Solution of SDE through Computer Experiments
Kloeden, Peter E.
;
Platen, Eckhard
;
Schurz, Henry
; …
- In:
Giornale degli economisti e annali di economia
54
(
1995
)
4-6
,
pp. 278-280
Persistent link: https://www.econbiz.de/10006535236
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6
CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH
Filipovic, Damir
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10008160565
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7
Real-World Pricing for a Modified Constant Elasticity of Variance Model
Miller, Shane
;
Platen, Eckhard
- In:
Applied mathematical finance
17
(
2010
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10008418934
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8
ARTICLES - A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Heath, David
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-414
Persistent link: https://www.econbiz.de/10008216772
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9
ARTICLES - Approximating Large Diversified Portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77
Persistent link: https://www.econbiz.de/10008217917
Saved in:
10
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-226
Persistent link: https://www.econbiz.de/10008218075
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