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Benchmarked Risk Minimization...
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Platen, Eckhard
423
Bruti-Liberati, Nicola
23
Rendek, Renata
22
Fergusson, Kevin
19
Heath, David
19
Kardaras, Constantinos
17
Baldeaux, Jan
16
Heath, David C.
16
Hulley, Hardy
16
Du, Ke
14
Küchler, Uwe
14
Ignatieva, Katja
13
Schweizer, Martin
12
Miller, Shane
11
Breymann, Wolfgang
9
Craddock, Mark
9
Ignatieva, Ekaterina
9
Rudd, Ralph
8
Grasselli, Martino
7
Kelly, Leah
7
PLATEN, ECKHARD
7
Chen, Rui
6
Chiarella, Carl
6
Hofmann, Norbert
6
Nikeghbali, Ashkan
6
Nikitopoulos, Christina Sklibosios
6
West, Jason
6
Baldeaux, Jan F.
5
Kienitz, Jörg
5
Kleinow, Torsten
5
Le, Truc
5
Logeay, Camille
5
McWalter, Thomas
5
Biagini, Francesca
4
Cretarola, Alessandra
4
Fung, Man Chung
4
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4
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4
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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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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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10
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9
International journal of theoretical and applied finance
8
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8
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6
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International Journal of Theoretical and Applied Finance (IJTAF)
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4
Quantitative Finance Research Centre Research Paper
4
Stochastic Processes and their Applications
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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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381
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
382
The history of the quantitative methods in finance conference series, 1992 - 2007
Chiarella, Carl
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003685171
Saved in:
383
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
384
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
385
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
386
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
387
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
388
Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
389
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
390
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
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