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person:"Platen, Eckhard"
~person:"Cuchiero, Christa"
~subject:"Actuarial mathematics"
~subject:"Commodity price"
~subject:"Markov-Kette"
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Platen, Eckhard
Cuchiero, Christa
Leitner, Johannes
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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Markovian lifts of positive semidefinite affine Volterra-typeprocesses
Cuchiero, Christa
;
Teichmann, Josef
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 407-448
Persistent link: https://www.econbiz.de/10012127229
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2
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
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3
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
4
Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard
;
Bruti-Liberati, Nicola
-
2010
-
1. ed.
Persistent link: https://www.econbiz.de/10003934874
Saved in:
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