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

Browsing byAuthorPlaten, E

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Issue Date	Title	Author(s)
2014	The affine nature of aggregate wealth dynamics	Platen, E
2009-03-01	Alternative defaultable term structure models	Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E; Schlögl, E
2005-09-01	An alternative interest rate term structure model	Platen, E
2013	Alternative term structure models for reviewing the expectations puzzle	Nikitopoulos Sklibosios, C; Platen, E
2008-12-01	Analytic pricing of contingent claims under the real-world measure	Miller, SM; Platen, E
2006-10-01	Approximating the growth optimal portfolio with a diversified world stock index	Le, T; Platen, E
2012-02-01	Approximating the numéraire portfolio by naive diversification	Platen, E; Rendek, R
2007-05-01	Approximation of jump diffusions in finance and economics	Bruti-Liberati, N; Platen, E
2002-09-01	Arbitrage in continuous complete markets	Platen, E
2006-01	A benchmark approach to asset management	Platen, E
2005-01	A benchmark approach to filtering in finance	Platen, E; Runggaldier, WJ
2006-01-01	A Benchmark approach to finance	Platen, E
2014	A benchmark approach to finance	Platen, E
2011-01	A benchmark approach to investing and pricing	Platen, E; MacLean, LC; Thorp, EO; Ziemba, WT
2007-03-01	A benchmark approach to portfolio optimization under partial information	Platen, E; Runggaldier, WJ
2006-01	A Benchmark Approach to Quantitative Finance	Platen, E; Heath, DP
2004-01-01	A benchmark framework for risk management	Platen, E; Akahori, J; Ogawa, S; Watanabe, S
2016-07	Benchmarked Risk Minimization	Platen, E; Du, K
2016-07-01	BENCHMARKED RISK MINIMIZATION	Du, K; Platen, E
2005-01	Benchmarking and fair pricing applied to two market models	Hulley, H; Miller, S; Platen, E

Showing results 1 to 20 of 122 next >