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

Browsing byAuthorPlaten, E

Showing results 96 to 115 of 124< previous next >

Issue Date	Title	Author(s)
2010-01	Quasi-exact approximation of hidden Markov chain filters	Platen, E; Rendek, RJ
2011	Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach	Baldeaux, J; Chan, LL; Platen, E; William McLean and Anthony John Roberts
2010-12-01	Quasi-Monte carlo methods for derivatives on realised variance of an index under the benchmark approach	Baldeaux, J; Chan, L; Platen, E
2002-01-01	Rate of weak convergence of the euler approximation for diffusion processes with jumps	Kubilius, K; Platen, E
2013-07-01	A reading guide for last passage times with financial applications in view	Nikeghbali, A; Platen, E
2015-01-01	Real-World Forward Rate Dynamics With Affine Realizations	Platen, E; Tappe, S
2010-01-01	Real-world jump-diffusion term structure models	Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E
2010-01	Real-world pricing for a modified constant elasticity of variance model	Miller, S; Platen, E
2016-07-02	Recovering the real-world density and liquidity premia from option data	Barkhagen, M; Blomvall, J; Platen, E
2018-04-03	Recursive marginal quantization of higher-order schemes	McWalter, TA; Rudd, R; Kienitz, J; Platen, E
2022-01-01	Robust product Markovian quantization	Rudd, R; McWalter, TA; Kienitz, J; Platen, E
2008-01	Semiparametric Diffusion Estimation and application to a Stock Market Index	Hardle, WK; Kleinow, T; Korostelev, A; Logeay, C; Platen, E
2007-01	Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps	Christensen, MM; Platen, E
2012-01	Simulation of diversified portfolios in a continuous financial markets	Platen, E; Rendek, RJ; Zhang, T; Zhou, X
2012	The Small And Large Time Implied Volatilities In The Minimal Market Model	Guo, Z; Platen, E
2012-01-01	The Small And Large Time Implied Volatilities In The Minimal Market Model	Guo, ZJ; Platen, E
2010-01	Stochastic differential equations with jumps: Simulation	Bruti Liberati, N; Platen, E; al, RCE
2010-01	Stochastic differential equations: Scenario simulation	Platen, E; Bruti Liberati, N; al, RCE
2007-08-15	Strong approximations of stochastic differential equations with jumps	Bruti-Liberati, N; Platen, E
2008-11-27	Strong predictor-corrector euler methods for stochastic differential equations	Bruti-Liberati, N; Platen, E

Showing results 96 to 115 of 124< previous next >