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person:"Platen, Eckhard"
~subject:"Actuarial mathematics"
~subject:"Commodity price"
~subject:"Markov-Kette"
~type:"book"
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Platen, Eckhard
Leitner, Johannes
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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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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2
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
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3
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
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