Browsing by Author Platen, E

Showing results 1 to 20 of 73  next >
Issue DateTitleAuthor(s)
1-Jul-2016BENCHMARKED RISK MINIMIZATIONDu, K; Platen, E
Jul-2016Benchmarked Risk MinimizationPlaten, E; Du, K
31-Oct-2014Natural Disasters, Insurance Stocks and the Numeraire PortfolioWest, J; Platen, E
1-Mar-2014Local risk-minimization under the benchmark approachBiagini, F; Cretarola, A; Platen, E
2014Numerical solution of stochastic differential equations with jumps in financePlaten, E
2014Numerical solution of stochastic differential equations in financePlaten, E
2014A benchmark approach to financePlaten, E
2014Beyond the classical paradigmPlaten, E
2014Hedging long-dated interest rate derivatives for Australian pension funds and life insurersFergusson, K; Platen, E; Evans, J; Asher, A; Browne, B; Kyng, T; Musulin, R; Pitt, D
2014The affine nature of aggregate wealth dynamicsPlaten, E
1-Jul-2013A reading guide for last passage times with financial applications in viewNikeghbali, A; Platen, E
1-Jul-2013Multiplicative approximation of wealth processes involving no-short-sales strategies via simple tradingKardaras, C; Platen, E
2013Alternative term structure models for reviewing the expectations puzzleNikitopoulos Sklibosios, C; Platen, E
Dec-2012The small and large time implied volatilities in the minimal market modelGuo, ZJ; Platen, E
1-Jan-2012The Small And Large Time Implied Volatilities In The Minimal Market ModelGuo, ZJ; Platen, E
Jan-2012On weak predictor-corrector schemes for jump-diffusion processes in financeBruti Liberati, N; Platen, E; Cummins, M; Murphy, F; Miller, JJH
Jan-2012A dynamic portfolio approach to asset markets and monetary policyPlaten, E; Semmler, W; Cohen, SN; Madan, D; Siu, TK; Yang, H
Jan-2012Simulation of diversified portfolios in a continuous financial marketsPlaten, E; Rendek, RJ; Zhang, T; Zhou, X
2012Processes of class sigma, last passage times, and drawdownsCheridito, P; Nikeghbali, A; Platen, E
2012The Small And Large Time Implied Volatilities In The Minimal Market ModelGuo, Z; Platen, E