Browsing byAuthorPlaten, E

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Issue DateTitleAuthor(s)
2005-01-01A 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
2009-03-01Alternative defaultable term structure modelsBruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E; Schlögl, E
2005-09-01An alternative interest rate term structure modelPlaten, E
2013Alternative term structure models for reviewing the expectations puzzleNikitopoulos Sklibosios, C; Platen, E
2008-12-01Analytic pricing of contingent claims under the real-world measureMiller, SM; Platen, E
2006-10-01Approximating the growth optimal portfolio with a diversified world stock indexLe, T; Platen, E
2012-02-01Approximating the numéraire portfolio by naive diversificationPlaten, E; Rendek, R
2007-05-01Approximation of jump diffusions in finance and economicsBruti-Liberati, N; Platen, E
2002-09-01Arbitrage in continuous complete marketsPlaten, E
2006-01A benchmark approach to asset managementPlaten, E
2005-01A benchmark approach to filtering in financePlaten, E; Runggaldier, WJ
2006-01-01A Benchmark approach to financePlaten, E
2014A benchmark approach to financePlaten, E
2011-01A benchmark approach to investing and pricingPlaten, E; MacLean, LC; Thorp, EO; Ziemba, WT
2007-03-01A benchmark approach to portfolio optimization under partial informationPlaten, E; Runggaldier, WJ
2006-01A Benchmark Approach to Quantitative FinancePlaten, E; Heath, DP
2004-01-01A benchmark framework for risk managementPlaten, E; Akahori, J; Ogawa, S; Watanabe, S
2016-07Benchmarked Risk MinimizationPlaten, E; Du, K
2016-07-01BENCHMARKED RISK MINIMIZATIONDu, K; Platen, E