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~person:"Platen, Eckhard"
~subject:"Credit risk"
~subject:"Föllmer-Schweizer decomposition"
~subject:"Meteorology"
~subject:"Price convergence"
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Credit risk
Föllmer-Schweizer decomposition
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Platen, Eckhard
Brigo, Damiano
16
Capponi, Agostino
13
Crépey, Stéphane
12
Wang, Xingchun
12
Bielecki, Tomasz R.
10
Broll, Udo
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Pallavicini, Andrea
10
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9
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9
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7
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Gündüz, Yalın
7
Phelan, Gregory
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Bo, Lijun
6
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6
Choudhry, Moorad
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5
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Asia-Pacific financial markets
2
Mathematics and financial economics
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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ECONIS (ZBW)
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Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
2
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:
3
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
4
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
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
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
7
Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619286
Saved in:
8
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:
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