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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Optionspreistheorie"
~subject:"Simulation"
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Optionspreistheorie
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Portfolio selection
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Platen, Eckhard
6
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Heath, David C.
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Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
34
International journal of theoretical and applied finance
34
European journal of operational research : EJOR
30
Journal of economic dynamics & control
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Finance and stochastics
22
Quantitative finance
20
Applied mathematical finance
17
International journal of financial engineering
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Journal of banking & finance
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Finance research letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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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
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2
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
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
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10008662192
Saved in:
5
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
Saved in:
6
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
7
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:
8
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
9
The risk management of minimum return guarantees
Mahayni, Antje
;
Schlögl, Erik
-
2003
Persistent link: https://www.econbiz.de/10002250900
Saved in:
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