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Issue Date
Title
Author(s)
2016-07
Benchmarked Risk Minimization
Platen, E
;
Du, K
2010-01-01
Real-world jump-diffusion term structure models
Bruti-Liberati, N
;
Nikitopoulos-Sklibosios, C
;
Platen, E
2008-01
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, H
;
Platen, E
;
Stettner, L
2005-01
Benchmarking and fair pricing applied to two market models
Hulley, H
;
Miller, S
;
Platen, E
2006-10-01
First order strong approximations of jump diffusions
Bruti-Liberati, N
;
Nikitopoulos-Sklibosios, C
;
Platen, E
2012-05-01
Hedging for the long run
Hulley, H
;
Platen, E
2009-03-01
Alternative defaultable term structure models
Bruti-Liberati, N
;
Nikitopoulos-Sklibosios, C
;
Platen, E
;
Schlögl, E
2013
Alternative term structure models for reviewing the expectations puzzle
Nikitopoulos Sklibosios, C
;
Platen, E
2011-01
A visual criterion for identifying Ito diffusions as martingales or strict local martingales
Hulley, H
;
Platen, E
;
Dalang, R
;
Sozzi, M
;
Russo, F
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Finance
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