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~person:"Platen, Eckhard"
~person:"Shen, Chung-hua"
~subject:"Meteorology"
~subject:"Price convergence"
~subject:"Real world pricing"
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Platen, Eckhard
Shen, Chung-hua
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6
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6
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2
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2
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1
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
2
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
3
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
4
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:
5
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
6
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
7
A comparative study on interday market volatility and intraday price transmission of Nikkei/JGB futures markets between Japan and Singapore
Gang, Shyy
;
Shen, Chung-hua
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 147-163
Persistent link: https://www.econbiz.de/10001590899
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