Browsing byAuthorPlaten, E

Jump to a point in the index:
Showing results 1 to 20 of 119  next >
Issue DateTitleAuthor(s)
2021-07-03No-arbitrage concepts in topological vector latticesPlaten, E; Tappe, S
2021-05-01Dynamic asset allocation for target date funds under the benchmark approachSun, J; Zhu, D; Platen, E
2019-06-01On the existence of sure profits via flash strategiesFontana, C; Pelger, M; Platen, E
2018-04-03Recursive marginal quantization of higher-order schemesMcWalter, TA; Rudd, R; Kienitz, J; Platen, E
2018Detecting money market bubblesBaldeaux, J; Ignatieva, K; Platen, E
2017-01-01THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTSKardaras, C; Obłój, J; Platen, E
2016-07-02Recovering the real-world density and liquidity premia from option dataBarkhagen, M; Blomvall, J; Platen, E
2016-07-01BENCHMARKED RISK MINIMIZATIONDu, K; Platen, E
2016-07Benchmarked Risk MinimizationPlaten, E; Du, K
2016-03-03Pricing of long dated equity-linked life insurance contractsChan, L; Platen, E
2015-09-07Credit Derivative Evaluation and CVA Under the Benchmark ApproachBaldeaux, J; Platen, E
2015-06-18Pricing volatility derivatives under the modified constant elasticity of variance modelChan, L; Platen, E
2015-04-15Pricing and hedging of long dated variance swaps under a 3/2 volatility modelChan, L; Platen, E
2015-04-01Pricing currency derivatives under the benchmark approachBaldeaux, J; Grasselli, M; Platen, E
2015-01-01Real-World Forward Rate Dynamics With Affine RealizationsPlaten, E; Tappe, S
2015-01-01A Hybrid Model for Pricing and Hedging of Long-dated BondsBaldeaux, J; Fung, MC; Ignatieva, K; Platen, E
2014-10-31Natural Disasters, Insurance Stocks and the Numeraire PortfolioWest, J; Platen, E
2014-03-01Local risk-minimization under the benchmark approachBiagini, F; Cretarola, A; Platen, E
2014-01-01A tractable model for indices approximating the growth optimal portfolioBaldeaux, J; Ignatieva, K; Platen, E
2014Numerical solution of stochastic differential equations with jumps in financePlaten, E