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Title
Author(s)
2013-12-01
Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation
Baldeaux, J
;
Platen, E
2015-09-07
Credit Derivative Evaluation and CVA Under the Benchmark Approach
Baldeaux, J
;
Platen, E
2010-12-01
Quasi-Monte carlo methods for derivatives on realised variance of an index under the benchmark approach
Baldeaux, J
;
Chan, L
;
Platen, E
2013-01-01
Functionals of multidimensional diffusions with applications to Finance
Baldeaux, J
;
Platen, E
2018
Detecting money market bubbles
Baldeaux, J
;
Ignatieva, K
;
Platen, E
2014-01-01
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, J
;
Ignatieva, K
;
Platen, E
2015-04-01
Pricing currency derivatives under the benchmark approach
Baldeaux, J
;
Grasselli, M
;
Platen, E
2015-01-01
A Hybrid Model for Pricing and Hedging of Long-dated Bonds
Baldeaux, J
;
Fung, MC
;
Ignatieva, K
;
Platen, E
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