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~person:"Platen, Eckhard"
~person:"Protter, Philip E."
~subject:"Portfolio selection"
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Portfolio selection
Martingal
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Platen, Eckhard
Protter, Philip E.
Schweizer, Martin
7
Choulli, Tahir
6
Kardaras, Constantinos
6
Nutz, Marcel
5
Deng, Jun
4
Jeanblanc, Monique
4
Kallsen, Jan
4
Larsen, Kasper
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Seifried, Frank Thomas
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Becherer, Dirk
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2
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2
Bender, Christian
2
Biagini, Francesca
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3
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
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ECONIS (ZBW)
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1
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
2
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
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3
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
4
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857179
Saved in:
5
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
6
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
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