Narrow search
Showing 1 - 6 of 6
Cover Image
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Cover Image
A large deviation approach to portfolio management
Gardiol, Lucien; Gibson, Rajna; Bares, Pierre-Antoine; … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 547
Persistent link: https://www.econbiz.de/10001524312
Cover Image
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.; Platen, Eckhard - In: International journal of theoretical and applied finance 11 (2008) 8, pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Cover Image
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun; Platen, Eckhard - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Cover Image
A large deviation approach to portfolio management
Gardiol, Lucien (contributor) - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 617-639
Persistent link: https://www.econbiz.de/10001526853
Cover Image
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard; Rendek, Renata - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-33
Persistent link: https://www.econbiz.de/10012496905