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Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.; Neuenkirch, Andreas; Pavani, Raffaella - 2011
Persistent link: https://www.econbiz.de/10009305696
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Time-consistent portfolio optimization
Peng, Ling; Kloeden, Peter E. - In: European journal of operational research : EJOR 288 (2021) 1, pp. 183-193
Persistent link: https://www.econbiz.de/10012496547
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Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.; Neuenkirch, Andreas; Pavani, Raffaella - 2011
Persistent link: https://www.econbiz.de/10009265514
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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 approach to finance
Platen, Eckhard - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
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Real world pricing of long term contracts
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662357
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A benchmark approach to investing and pricing
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662367
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On the role of the growth optimal portfolio in finance
Platen, Eckhard - In: Australian economic papers 44 (2005) 4, pp. 365-388
Persistent link: https://www.econbiz.de/10003237000
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On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003384030
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The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792