Similar Search Results

The small and large time implied volatilities in the minimal market model

Guo, Zhi Jun; Platen, Eckhard - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-23

Persistent link: https://www.econbiz.de/10009707096

A note on the CIR process and the existence of equivalent martingale measures

Guo, Zhi Jun - In: Statistics & Probability Letters 78 (2008) 5, pp. 481-487

This note shows that in a model where historical stock price follows a Cox-Ingersoll-Ross process, an equivalent martingale measure does not exist except when k[theta]=0.

Persistent link: https://www.econbiz.de/10005137810

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

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

Real world pricing of long term contracts

Platen, Eckhard - 2009

Persistent link: https://www.econbiz.de/10008662357

A benchmark approach to investing and pricing

Platen, Eckhard - 2009

Persistent link: https://www.econbiz.de/10008662367

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

On the pricing and hedging of long dated zero coupon bonds

Platen, Eckhard - 2006

Persistent link: https://www.econbiz.de/10003384030

The law of minimum price

Platen, Eckhard - 2008

Persistent link: https://www.econbiz.de/10003856792

A unifying approach to asset pricing

Platen, Eckhard - 2008

Persistent link: https://www.econbiz.de/10003857126

1
2
3
4
5
6
7
8
9
10
Next
Last