Narrow search
Showing 61 - 70 of 457
Cover Image
Using dynamic copulae for modeling dependency in currency denominations of a diversifed world stock index
Ignatieva, Katja; Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663090
Cover Image
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
Cover Image
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663094
Cover Image
M 6 : on minimal market models and minimal martingale measures ; [this paper is dedicated to Eckhard Platen on the occasion of his 60th birthday]
Hulley, Hardy; Schweizer, Martin - 2010
Persistent link: https://www.econbiz.de/10008663095
Cover Image
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.; Platen, Eckhard - In: Applied mathematical finance 17 (2010) 1/2, pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
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 benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Cover Image
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard; Platen, Eckhard - In: International journal of theoretical and applied finance 10 (2007) 8, pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Cover Image
The history of the quantitative methods in finance conference series, 1992 - 2007
Chiarella, Carl; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003685171
Cover Image
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2007
Persistent link: https://www.econbiz.de/10003685202