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person:"Platen, Eckhard"
~person:"Kohatsu-Higa, Arturo"
~subject:"Commodity price"
~subject:"Markov-Kette"
~subject:"Monte Carlo simulation"
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Platen, Eckhard
Kohatsu-Higa, Arturo
Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
2
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
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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
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
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