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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - In: Computational economics 29 (2007) 3/4, pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
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Alternative defaultable term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - In: Asia-Pacific financial markets 16 (2009) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
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Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003856697
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Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856795
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Valuing guaranteed minimum death benefit options in variable annuities under a benchmark approach
Marquardt, Tina Marie; Platen, Eckhard; Jaschke, Stefan R. - 2008
Persistent link: https://www.econbiz.de/10003857120
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Strong predictor-corrector Euler methods for stochastic differential equations
Bruti-Liberati, Nicola; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857121
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Distributional deviations in random number generation in finance
Chavez, Sergio; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857127
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On honest times in financial modeling
Nikeghbali, Ashkan; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857128
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Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857129
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On the numerical stability of simulation methods for SDES
Platen, Eckhard; Shi, Lei - 2008
Persistent link: https://www.econbiz.de/10003857152