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Platen, Eckhard
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
3
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2
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2
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Coherent risk measures and good-deal bounds
Jaschke, Stefan
;
Küchler, Uwe
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 181-200
Persistent link: https://www.econbiz.de/10008217150
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2
Curved exponential families of stochastic processes and their envelope families
Küchler, Uwe
;
Sørensen, Michael
- In:
Annals of the Institute of Statistical Mathematics : AISM
48
(
1996
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10007325887
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3
Numerical Solution of SDE through Computer Experiments
Kloeden, Peter E.
;
Platen, Eckhard
;
Schurz, Henry
; …
- In:
Giornale degli economisti e annali di economia
54
(
1995
)
4-6
,
pp. 278-280
Persistent link: https://www.econbiz.de/10006535236
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4
Numerical Solution of SDE Through Computer Experiments
Koeden, Peter E.
;
Platen, Eckhard
;
Schurz, Henri
;
Ny, …
- In:
Journal de la Société de Statistique de Paris
136
(
1995
)
3
,
pp. 103
Persistent link: https://www.econbiz.de/10006797259
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5
ON THE ROLE OF THE GROWTH OPTIMAL PORTFOLIO IN FINANCE
Platen, Eckhard
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 365-388
Persistent link: https://www.econbiz.de/10006423474
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6
ARTICLES - A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
Heath, David
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-414
Persistent link: https://www.econbiz.de/10008216772
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7
ARTICLES - Approximating Large Diversified Portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77
Persistent link: https://www.econbiz.de/10008217917
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8
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-226
Persistent link: https://www.econbiz.de/10008218075
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9
On Feedback Effects from Hedging Derivatives
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10008219350
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10
On the Distributional Characterization of Daily Log‐Returns of a World Stock Index
Fergusson, Kevin
;
Platen, Eckhard
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10008222708
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