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Benchmarked Risk Minimization...
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244
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191
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Platen, Eckhard
421
Bruti-Liberati, Nicola
24
Rendek, Renata
22
Fergusson, Kevin
19
Heath, David
19
Kardaras, Constantinos
17
Baldeaux, Jan
16
Heath, David C.
16
Hulley, Hardy
16
Ignatieva, Katja
16
Du, Ke
14
Küchler, Uwe
14
Schweizer, Martin
12
Miller, Shane
11
Breymann, Wolfgang
9
Craddock, Mark
9
Rudd, Ralph
8
Grasselli, Martino
7
Kelly, Leah
7
PLATEN, ECKHARD
7
Chen, Rui
6
Chiarella, Carl
6
Hofmann, Norbert
6
Ignatieva, Ekaterina
6
Nikeghbali, Ashkan
6
West, Jason
6
Baldeaux, Jan F.
5
Kienitz, Joerg
5
Kleinow, Torsten
5
Le, Truc
5
Logeay, Camille
5
McWalter, Thomas
5
Nikitopoulos, Christina Sklibosios
5
Biagini, Francesca
4
Cretarola, Alessandra
4
Gilsing, Hagen
4
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4
Guo, Zhi
4
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4
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Finance Discipline Group, Business School
114
arXiv.org
10
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
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2
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113
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Mathematical finance : an international journal of mathematics, statistics and financial theory
16
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12
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10
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6
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4
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Stochastic Processes and their Applications
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
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ECONIS (ZBW)
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141
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
142
A two-factor model for low interest rate regimes
Miller, Shane
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253959
Saved in:
143
A structure for general and specific market risk
Platen, Eckhard
(
contributor
);
Stahl, Gerhard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260527
Saved in:
144
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
Saved in:
145
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10003253721
Saved in:
146
On the strong approximation of pure jump processes
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10003183320
Saved in:
147
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
Saved in:
148
On the strong approximation of jump-diffusion processes
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002863407
Saved in:
149
On the distributional characterization of log-returns of a world stock index
Fergusson, Kevin
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765045
Saved in:
150
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
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