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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
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
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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
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4
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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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6
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16
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9
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8
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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
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221
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
222
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
223
A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10011686858
Saved in:
224
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
225
Recursive marginal quantization of higher-order schemes
McWalter, Thomas A.
;
Rudd, Ralph
;
Kienitz, Jörg
; …
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 693-706
Persistent link: https://www.econbiz.de/10011906463
Saved in:
226
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
227
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
228
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
229
Investing for the long run
Leisen, Dietmar
;
Platen, Eckhard
-
2017
Persistent link: https://www.econbiz.de/10011778143
Saved in:
230
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
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