Narrow search
Showing 1 - 10 of 467
Cover Image
Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Cover Image
A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Cover Image
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
Cover Image
Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.; Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250887
Cover Image
Local volatility function models under a benchmark approach
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253940
Cover Image
Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
Cover Image
Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765054
Cover Image
Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - In: Asia-Pacific financial markets 11 (2004) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Cover Image
A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2006 - Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
Cover Image
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619289