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Benchmarked Risk Minimization...
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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
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12
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11
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9
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8
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7
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PLATEN, ECKHARD
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6
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6
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6
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5
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Kleinow, Torsten
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Le, Truc
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Logeay, Camille
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McWalter, Thomas
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Nikitopoulos, Christina Sklibosios
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Biagini, Francesca
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Cretarola, Alessandra
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Gilsing, Hagen
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114
arXiv.org
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
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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
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151
Intraday empirical analysis of electricity price behaviour
Platen, Eckhard
;
West, Jason
;
Breymann, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002554367
Saved in:
152
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
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153
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
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154
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10003084169
Saved in:
155
A two-factor model of low interest rate regimes
Miller, Shane
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10003084189
Saved in:
156
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2006
-
Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
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157
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
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158
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
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159
Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001597004
Saved in:
160
Rate of weak convergence of the Euler approximation for diffusion processes with jumps
Kubilius, Kestutis
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619252
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