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Showing results 77 to 96 of 124
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Issue Date
Title
Author(s)
-
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
2015-04-15
Pricing and hedging of long dated variance swaps under a 3/2 volatility model
Chan, L
;
Platen, E
2015-04-01
Pricing currency derivatives under the benchmark approach
Baldeaux, J
;
Grasselli, M
;
Platen, E
2003-12-01
Pricing of index options under a minimal market model with log-normal scaling
Heath, D
;
Platen, E
2016-03-03
Pricing of long dated equity-linked life insurance contracts
Chan, L
;
Platen, E
2015-06-18
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, L
;
Platen, E
2012
Processes of class sigma, last passage times, and drawdowns
Cheridito, P
;
Nikeghbali, A
;
Platen, E
2010-01
Quasi-exact approximation of hidden Markov chain filters
Platen, E
;
Rendek, RJ
