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Option pricing theory
Theorie
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99
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80
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74
growth optimal portfolio
61
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Platen, Eckhard
32
Heath, David C.
9
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4
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4
Fung, Man Chung
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Grasselli, Martino
3
Ignatieva, Ekaterina
3
Rudd, Ralph
3
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2
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2
Gnoatto, Alessandro
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2
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2
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2
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1
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1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia-Pacific financial markets
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The journal of computational finance
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
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Decisions in economics and finance : a journal of applied mathematics
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Financial engineering and the Japanese markets
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Exponential stock models driven by tempered stable processes
Küchler, Uwe
;
Tappe, Stefan
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 53-63
Persistent link: https://www.econbiz.de/10010473381
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2
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
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3
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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4
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
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1992
Persistent link: https://www.econbiz.de/10000834044
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5
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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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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8
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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9
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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10
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
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