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~subject:"Optionspreistheorie"
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Hedging for the long run
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Optionspreistheorie
Theorie
136
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Portfolio selection
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62
growth optimal portfolio
61
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benchmark approach
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Platen, Eckhard
32
Heath, David C.
9
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4
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4
McWalter, Thomas A.
4
Fung, Man Chung
3
Grasselli, Martino
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Ignatieva, Ekaterina
3
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2
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Asia-Pacific financial markets
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Advances in futures and options research : a research annual
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1
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003856697
Saved in:
2
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
Saved in:
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
Saved in:
4
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
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
Saved in:
6
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
Saved in:
7
Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619286
Saved in:
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
Saved in:
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
Saved in:
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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