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Issue DateTitleAuthor(s)
2022-05-06Calibration to FX triangles of the 4/2 model under the benchmark approachGnoatto, A; Grasselli, M; Platen, E
2006-01-01Capital asset pricing for markets with intensity based jumpsPlaten, E; Shiryaev, AN; Grossinho, MR; Oliveira, PE; Esquivel, ML
2004-03-01A class of complete benchmark models with intensity-based jumpsPlaten, E
2006Comment on "numerical methods for stochastic differential equations"Burrage, K; Burrage, P; Higham, D; Kloeden, P; Platen, E
2001-01-01A comparison of two quadratic approaches to hedging in incomplete marketsHeath, D; Platen, E; Schweizer, M
2013-12-01Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact SimulationBaldeaux, J; Platen, E
2009-01-01Consistent market extensions under the benchmark approachFilipović, D; Platen, E
2002-01Consistent pricing and hedging for a modified constant elasticity of variance modelHeath, DP; Platen, E
2015-09-07Credit Derivative Evaluation and CVA Under the Benchmark ApproachBaldeaux, J; Platen, E
2005-12-01Currency derivatives under a minimal market model with random scalingHeath, D; Platen, E
2018Detecting money market bubblesBaldeaux, J; Ignatieva, K; Platen, E
2003-01A discrete time benchmark approach for insurance and financeBuhlmann, H; Platen, E
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
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