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A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
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Numerical inversion of Laplace transforms : a survey of techniques with applications to derivative pricing
Craddock, Mark; Heath, David C.; Platen, Eckhard - In: The journal of computational finance 4 (2000) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10001528157
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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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Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619289
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A variance reduction technique based on integral representations
Heath, David C.; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732828
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Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732832
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Perfect hedging of index derivatives under a minimal market model
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
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Pricing of index options under a minimal market model with lognormal scalling
Heath, David C.; Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250887
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765054
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2006 - Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060