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Platen, Eckhard
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ECONIS (ZBW)
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An alternative interest rate term structure model
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250865
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2
An alternative interest rate term structure model
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 717-736
Persistent link: https://www.econbiz.de/10003133849
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3
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
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4
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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5
Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
- In:
International journal of economic research
10
(
2013
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10010391196
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6
A two-factor model for low interest rate regimes
Miller, Shane
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253959
Saved in:
7
Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009564459
Saved in:
8
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009564622
Saved in:
9
A two-factor model of low interest rate regimes
Miller, Shane
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10003084189
Saved in:
10
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
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