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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - In: Computational economics 29 (2007) 3/4, pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
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Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003384031
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - 2007
Persistent link: https://www.econbiz.de/10003437596
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003437600
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Alternative defaultable term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - In: Asia-Pacific financial markets 16 (2009) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
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Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003856697
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On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856783
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Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856795
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Valuing guaranteed minimum death benefit options in variable annuities under a benchmark approach
Marquardt, Tina Marie; Platen, Eckhard; Jaschke, Stefan R. - 2008
Persistent link: https://www.econbiz.de/10003857120
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Strong predictor-corrector Euler methods for stochastic differential equations
Bruti-Liberati, Nicola; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857121