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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos; Obłój, Jan; Platen, Eckhard - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
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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
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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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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
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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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Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos; Platen, Eckhard - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
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A benchmark approach to finance
Platen, Eckhard - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy; Miller, Shane; Platen, Eckhard - In: The Kyoto economic review 74 (2005) 1, pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 25-43
Persistent link: https://www.econbiz.de/10003609529