OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing byAuthorPlaten, E

Showing results 43 to 62 of 124< previous next >

Issue Date	Title	Author(s)
2004-03-01	A fair pricing approach to weather derivatives	Platen, E; West, J
2009-01	Financial market meltdown and a need for new financial regulations	Mittnik, S; Nell, E; Platen, E; Semmler, W; Chappe, R
2006-10-01	First order strong approximations of jump diffusions	Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E
2013-01-01	Functionals of multidimensional diffusions with applications to Finance	Baldeaux, J; Platen, E
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

Showing results 43 to 62 of 124< previous next >