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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 153-187
Persistent link: https://www.econbiz.de/10001143994
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Valuation of two-factor term structure models
Goldman, D.; Heath, D.; Kentwell, Glenn; Platen, Eckhard - In: Advances in futures and options research : a research annual 8 (1995), pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
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Valuation of FX barrier options under stochastic volatility
Heath, David C. - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 195-215
Persistent link: https://www.econbiz.de/10001215397
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On feedback effects from hedging derivatives
Platen, Eckhard - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
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Subordinated market index models : a comparison
Hurst, Simon R. - In: Financial engineering and the Japanese markets 4 (1997) 2, pp. 97-124
Persistent link: https://www.econbiz.de/10001240947
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On bond price dynamics
Platen, Eckhard - 1993
Persistent link: https://www.econbiz.de/10000865968
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Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung; Platen, Eckhard - In: Operations research letters 43 (2015) 4, pp. 419-422
Persistent link: https://www.econbiz.de/10011372401