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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778131
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Journal of banking & finance 87 (2018), pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
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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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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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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
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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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Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, Katja; Platen, Eckhard - In: Asia-Pacific financial markets 17 (2010) 3, pp. 261-302
Persistent link: https://www.econbiz.de/10009237110