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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
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - In: Asia-Pacific financial markets 11 (2004) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
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A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344801
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Quantifying the value of initial investment information
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin - 2000
Persistent link: https://www.econbiz.de/10001509224
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Hedging of contingent claims under incomplete information
Föllmer, Hans; Schweizer, Martin - 1990
Persistent link: https://www.econbiz.de/10000811991
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Risk minimizing hedging strategies under restricted information
Schweizer, Martin - 1993
Persistent link: https://www.econbiz.de/10000880233
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Additional logarithmic utility of an insider
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992271
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Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000992328