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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Platen, Eckhard"
~subject:"Hedging"
~subject:"Optionspreistheorie"
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Hedging
Optionspreistheorie
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Platen, Eckhard
Schlögl, Erik
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Nikitopoulos, Christina Sklibosios
5
Cheng, Benjamin
4
Chiarella, Carl
4
Baldeaux, Jan
2
Fergusson, Kevin
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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International journal of theoretical and applied finance
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Mathematics and financial economics
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Quantitative Finance Research Centre Research Paper
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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UNSW Business School Research Paper
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Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
2
A hybrid model for pricing and hedging of long dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
-
2013
Persistent link: https://www.econbiz.de/10010349514
Saved in:
3
Real world pricing of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees
Fergusson, Kevin
;
Platen, Eckhard
-
2013
Persistent link: https://www.econbiz.de/10010213176
Saved in:
4
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
Saved in:
5
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
6
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
7
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856788
Saved in:
8
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
Saved in:
9
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
Saved in:
10
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765054
Saved in:
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