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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin; Platen, Eckhard - In: Annals of financial economics 10 (2015) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
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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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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah; Platen, Eckhard; Sørensen, Michael - 2003
Persistent link: https://www.econbiz.de/10002250862
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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
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Fair pricing of weather derivatives
Platen, Eckhard; West, Jason - 2003
Persistent link: https://www.econbiz.de/10002250908
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On the efficiency of simplified weak Taylor schemes for Monte Carlo simulation in finance
Liberati, Nicola Bruti; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002250960
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Local volatility function models under a benchmark approach
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253940
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Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253944
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953