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~person:"Albrecht, Peter"
~person:"Platen, Eckhard"
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A Simple Credit Risk Model wit...
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Albrecht, Peter
Platen, Eckhard
Fabozzi, Frank J.
281
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127
Mitchell, Olivia S.
116
Ongena, Steven
103
Guidolin, Massimo
100
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95
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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
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Decisions in economics and finance : a journal of applied mathematics
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Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Rating und Kapitalanlage in schwierigen Zeiten
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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ECONIS (ZBW)
133
USB Cologne (business full texts)
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EconStor
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51
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
52
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
Saved in:
53
Capital asset pricing for markets with intensity based jumps
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604969
Saved in:
54
On the role of the growth optimal portfolio in finance
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002604979
Saved in:
55
Intraday empirical analysis of electricity price behaviour
Platen, Eckhard
;
West, Jason
;
Breymann, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002554367
Saved in:
56
Methoden der risikobasierten Kapitalallokation im Versicherungs- und Finanzwesen
Albrecht, Peter
;
Koryciorz, Sven
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
93
(
2004
)
2
,
pp. 123-159
Persistent link: https://www.econbiz.de/10002163848
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57
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253944
Saved in:
58
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
59
Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253957
Saved in:
60
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 841-867
Persistent link: https://www.econbiz.de/10003812845
Saved in:
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