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Showing results 47 to 66 of 124
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Issue Date
Title
Author(s)
2005-01-01
A general benchmark model for stochastic jump sizes
Christensen, MM
;
Platen, E
2007
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Bruti Liberati, N
;
Martini, F
;
Piccardi, M
;
Platen, E
2008-01
A Hardware Generator of Multi-Point Distributed Random Numbers for Monte Carlo Simulation
Bruti Liberati, N
;
Martini, F
;
Piccardi, M
;
Platen, E
2012-05-01
Hedging for the long run
Hulley, H
;
Platen, E
2014
Hedging long-dated interest rate derivatives for Australian pension funds and life insurers
Fergusson, K
;
Platen, E
;
Evans, J
;
Asher, A
;
Browne, B
;
Kyng, T
;
Musulin, R
;
Pitt, D
2015-01-01
A Hybrid Model for Pricing and Hedging of Long-dated Bonds
Baldeaux, J
;
Fung, MC
;
Ignatieva, K
;
Platen, E
2006-01
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, W
;
Kelly, L
;
Platen, E
2008-01
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, H
;
Platen, E
;
Stettner, L
1989-01-01
A law of large numbers for wide range exclusion processes in random media
Platen, E
2022-07-28
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, K
;
Platen, E
2014-03-01
Local risk-minimization under the benchmark approach
Biagini, F
;
Cretarola, A
;
Platen, E
2006-01
Local volatility function models under a benchmark approach
Heath, DP
;
Platen, E
2009-01-01
Memorandum on a new financial architecture and new regulations
Ghilarducci, T
;
Nell, E
;
Mittnik, S
;
Platen, E
;
Semmler, W
;
Chappe, R
2001-01
A Minimal Financial Market Model
Platen, E
;
Kohlman, M
;
Tang, S
2010-12-01
Minimizing the expected market time to reach a certain wealth level
Kardaras, C
;
Platen, E
2010-01
Minimizing the expected market time to reach a certain wealth level
Kardaras, C
;
Platen, E
2004-01
Modeling the volatility and expected value of a diversified world index
Platen, E
2010-01
Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, K
;
Platen, E
2010-01
Monte Carlo simulation for stochastic differential equation
Bruti Liberati, N
;
Platen, E
;
al, RCE
2010-01
Monte Carlo simulations
Jackel, P
;
Platen, E
;
al, RCE
