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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662353
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
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Fast quantization of stochastic volatility models
Rudd, Ralph; McWalter, Thomas A.; Kienitz, Jörg; … - 2017
Persistent link: https://www.econbiz.de/10011778174
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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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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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Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003856697
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A hybrid model for pricing and hedging of long dated bonds
Baldeaux, Jan; Fung, Man Chung; Ignatieva, Ekaterina; … - 2013
Persistent link: https://www.econbiz.de/10010349514
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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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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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Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias; Blomvall, Jörgen; Platen, Eckhard - 2015
Persistent link: https://www.econbiz.de/10011344223