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Arbitrage in continuous complete markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001732810
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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://www.econbiz.de/10000834044
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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003329788
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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
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On the distributional characterization of daily log-returns of a world stock index
Fergusson, Kevin; Platen, Eckhard - In: Applied mathematical finance 13 (2006) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003320030
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
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Memorandum on a new financial architecture and new regulations
Ghilarducci, Teresa; Nell, Edward J.; Mittnik, Stefan; … - In: Investigación económica : revista de la Faculdad de … 68 (2009), pp. 147-161
Persistent link: https://www.econbiz.de/10003820003
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Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003482142
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - 2007
Persistent link: https://www.econbiz.de/10003437596