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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Decomposition method"
~subject:"Share price"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
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2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
2
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
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2012
Persistent link: https://www.econbiz.de/10009675074
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3
The economic plausibility of strict local martingales in financial modelling
Hulley, Hardy
-
2010
Persistent link: https://www.econbiz.de/10008663096
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