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~person:"Fabozzi, Frank J."
~person:"Platen, Eckhard"
~type_genre:"Arbeitspapier"
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Fabozzi, Frank J.
Platen, Eckhard
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Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
2
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
3
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
4
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856788
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5
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
6
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
7
Empirical evidence on Student-t log-returns of diversified world stock indices
Platen, Eckhard
;
Sidorowicz, Renata
-
2007
Persistent link: https://www.econbiz.de/10003452457
Saved in:
8
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:
9
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:
10
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
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