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type_genre:"Working Paper"
~person:"Platen, Eckhard"
~person:"Scaillet, Olivier"
~subject:"Benchmarking"
~type_genre:"Graue Literatur"
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Platen, Eckhard
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2021
Persistent link: https://www.econbiz.de/10013347384
Saved in:
2
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
3
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
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2002
Persistent link: https://www.econbiz.de/10001732830
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