Browsing by Author Platen, E

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Issue DateTitleAuthor(s)
1-Jan-2005A multi-point distributed random variable accelerator for Monte Carlo simulation in financeLiberati, NB; Platen, E; Martini, F; Piccardi, M; Kwasnicka, H; Paprzycki, M
2014The affine nature of aggregate wealth dynamicsPlaten, E
1-Mar-2009Alternative defaultable term structure modelsBruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E; Schlögl, E
1-Sep-2005An alternative interest rate term structure modelPlaten, E
2013Alternative term structure models for reviewing the expectations puzzleNikitopoulos Sklibosios, C; Platen, E
1-Dec-2008Analytic pricing of contingent claims under the real-world measureMiller, SM; Platen, E
1-Oct-2006Approximating the growth optimal portfolio with a diversified world stock indexLe, T; Platen, E
1-Feb-2012Approximating the numéraire portfolio by naive diversificationPlaten, E; Rendek, R
1-May-2007Approximation of jump diffusions in finance and economicsBruti-Liberati, N; Platen, E
1-Sep-2002Arbitrage in continuous complete marketsPlaten, E
Jan-2006A benchmark approach to asset managementPlaten, E
Jan-2005A benchmark approach to filtering in financePlaten, E; Runggaldier, WJ
2014A benchmark approach to financePlaten, E
1-Jan-2006A Benchmark approach to financePlaten, E
Jan-2011A benchmark approach to investing and pricingPlaten, E; MacLean, LC; Thorp, EO; Ziemba, WT
1-Mar-2007A benchmark approach to portfolio optimization under partial informationPlaten, E; Runggaldier, WJ
Jan-2006A Benchmark Approach to Quantitative FinancePlaten, E; Heath, DP
1-Jan-2004A benchmark framework for risk managementPlaten, E; Akahori, J; Ogawa, S; Watanabe, S
Jul-2016Benchmarked Risk MinimizationPlaten, E; Du, K