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Showing results 70 to 89 of 124
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Issue Date
Title
Author(s)
2014-10-31
Natural Disasters, Insurance Stocks and the Numeraire Portfolio
West, J
;
Platen, E
2023-01-01
No arbitrage and multiplicative special semimartingales
Platen, E
;
Tappe, S
2021-07-03
No-arbitrage concepts in topological vector lattices
Platen, E
;
Tappe, S
2014
Numerical solution of stochastic differential equations in finance
Platen, E
2014
Numerical solution of stochastic differential equations with jumps in finance
Platen, E
2010-01
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Platen, E
;
Bruti Liberati, N
2017-01-01
THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS
Kardaras, C
;
Obłój, J
;
Platen, E
-
On honest times in financial modeling
Nikeghbali, A
;
Platen, E
2006-01
On the distributional characterization of daily log-returns of a world stock index
Fergusson, KJ
;
Platen, E
2012-10-01
On the dybvig-ingersoll-ross theorem
Kardaras, C
;
Platen, E
2004-12-01
On the efficiency of simplified weak Taylor schemes for Monte Carlo simulation in finance
Liberati, NB
;
Platen, E
2019-06-01
On the existence of sure profits via flash strategies
Fontana, C
;
Pelger, M
;
Platen, E
2013-02-01
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance
Platen, E
;
Shi, L
2005-01
On the role of the growth optimal portfolio in finance
Platen, E
2011-11
On the semimartingale property of discounted asset-price processes
Kardaras, C
;
Platen, E
2012-01
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti Liberati, N
;
Platen, E
;
Cummins, M
;
Murphy, F
;
Miller, JJH
2002-01
Perfect hedging on index derivatives under a minimal model
Heath, DP
;
Platen, E
2002-01
Perfect hedging on index derivatives under a minimal model
Heath, DP
;
Platen, E
2006-10-01
Portfolio selection and asset pricing under a benchmark approach
Platen, E
2004-01
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, E
;
Yin, G
;
Zhang, Q
