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Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619286
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Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619289
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619302
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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen; Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001609566
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah (contributor); Platen, Eckhard (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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Perfect hedging of index derivatives under a minimal market model
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
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Risk premia and financial modelling without measure transformation
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001555317
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A minimal financial market model
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001558562
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Numerical inversion of Laplace transforms : a survey of techniques with applications to derivative pricing
Craddock, Mark; Heath, David C.; Platen, Eckhard - In: The journal of computational finance 4 (2000) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10001528157