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Showing results 34 to 53 of 124< previous   next >
Issue DateTitleAuthor(s)
2005-01Diversified portfolios with jumps in a benchmark frameworkPlaten, E
2021-05-01Dynamic asset allocation for target date funds under the benchmark approachSun, J; Zhu, D; Platen, E
2012-01A dynamic portfolio approach to asset markets and monetary policyPlaten, E; Semmler, W; Cohen, SN; Madan, D; Siu, TK; Yang, H
2009-01Empirical behavior of a world stock index from intra-day to monthly time scalesBreymann, W; Luthi, D; Platen, E
2009-10-01Empirical behavior of a world stock index from intra-day to monthly time scalesBreymann, W; Lüthi, DR; Platen, E
2012-06-01Estimating the diffusion coefficient function for a diversified world stock indexIgnatieva, K; Platen, E
2004-01Estimation for discretely observed diffusions using transform functionsKelly, L; Platen, E; Sorensen, M
2009-01Exact scenario simulation for selected multi-dimensional stochastic processesPlaten, E; Rendek, RJ
2024Exploiting Arbitrage Requires Short SellingPlaten, E; Tappe, S; Jarrow, R; Madan, D
2004-03-01A fair pricing approach to weather derivativesPlaten, E; West, J
2009-01Financial market meltdown and a need for new financial regulationsMittnik, S; Nell, E; Platen, E; Semmler, W; Chappe, R
2006-10-01First order strong approximations of jump diffusionsBruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E
2013-01-01Functionals of multidimensional diffusions with applications to FinanceBaldeaux, J; Platen, E
2005-01-01A general benchmark model for stochastic jump sizesChristensen, MM; Platen, E
2007A hardware generator of multi-point distributed random numbers for Monte Carlo simulationBruti Liberati, N; Martini, F; Piccardi, M; Platen, E
2008-01A Hardware Generator of Multi-Point Distributed Random Numbers for Monte Carlo SimulationBruti Liberati, N; Martini, F; Piccardi, M; Platen, E
2012-05-01Hedging for the long runHulley, H; Platen, E
2014Hedging long-dated interest rate derivatives for Australian pension funds and life insurersFergusson, K; Platen, E; Evans, J; Asher, A; Browne, B; Kyng, T; Musulin, R; Pitt, D
2015-01-01A Hybrid Model for Pricing and Hedging of Long-dated BondsBaldeaux, J; Fung, MC; Ignatieva, K; Platen, E
2006-01Intraday empirical analysis and modeling of diversified world stock indicesBreymann, W; Kelly, L; Platen, E
Showing results 34 to 53 of 124< previous   next >