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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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On the law of one price
Courtault, Jean-Michael; Delbaen, Freddy; Kabanov, Jurij M. - In: Finance and stochastics 8 (2004) 4, pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
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Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy; Peng, Shige; Rosazza Gianin, Emanuela - In: Finance and stochastics 14 (2010) 3, pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649