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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
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A two-factor model for low interest rate regimes
Miller, Shane; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253959
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A structure for general and specific market risk
Platen, Eckhard (contributor); Stahl, Gerhard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260527
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Symmetry group methods for fundamental solutions and characteristic functions
Craddock, Mark (contributor); Platen, Eckhard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260543
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Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10003253721
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On the strong approximation of pure jump processes
Bruti-Liberati, Nicola; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10003183320
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A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo - 2005
Persistent link: https://www.econbiz.de/10002863383
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On the strong approximation of jump-diffusion processes
Bruti-Liberati, Nicola; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002863407
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On the distributional characterization of log-returns of a world stock index
Fergusson, Kevin; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765045
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765054