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Subordinated market index models : a comparison
Hurst, Simon R. - In: Financial engineering and the Japanese markets 4 (1997) 2, pp. 97-124
Persistent link: https://www.econbiz.de/10001240947
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A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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A benchmark framework for integrated risk management
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732760
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Benchmark model with intensity based jumps
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732762
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Arbitrage in continuous complete markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001732810
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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A benchmark model for financial markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001606224
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250902
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On the role of the growth optimal portfolio in finance
Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002604979
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The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792