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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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The small and large time implied volatilities in the minimal market model
Guo, Zhi; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564614
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Three-benchmarked risk minimization for jump diffusion markets
Du, Ke; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564615
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang; Kleinow, Torsten; Korostelev, … - 2001
The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...
Persistent link: https://www.econbiz.de/10009613611
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Risk premia and financial modelling without measure transformation
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001555317
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A minimal financial market model
Platen, Eckhard - 2000
Persistent link: https://www.econbiz.de/10001558562
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A benchmark approach to filtering in finance
Platen, Eckhard; Runggaldier, Wolfgang J. - 2002
Persistent link: https://www.econbiz.de/10001732830
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778131