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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
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Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619286
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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
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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
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Fair pricing of weather derivatives
Platen, Eckhard; West, Jason - 2003
Persistent link: https://www.econbiz.de/10002250908
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
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The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792
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On honest times in financial modeling
Nikeghbali, Ashkan; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857128
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Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857129
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Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857174