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On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003374003
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy; Miller, Shane; Platen, Eckhard - In: The Kyoto economic review 74 (2005) 1, pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
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Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, Katja; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662352
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662353
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A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662355
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Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662360
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Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662361
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Using dynamic copulae for modeling dependency in currency denominations of a diversifed world stock index
Ignatieva, Katja; Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663090
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
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Approximating the numéraire portfolio by naive diversification
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663094