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Hedging for the long run
Hulley, Hardy; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856788
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The law of minimum price
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856792
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A unifying approach to asset pricing
Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857126
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Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619286
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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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Fair pricing of weather derivatives
Platen, Eckhard; West, Jason - 2003
Persistent link: https://www.econbiz.de/10002250908
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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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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - 2012
Persistent link: https://www.econbiz.de/10009675074
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A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://www.econbiz.de/10010341774