OPUS at UTS: Search - Open Publications of UTS Scholars

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Issue Date	Title	Author(s)
2004-03-01	A two-factor model for low interest rate regimes	Miller, S; Platen, E
2011	Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach	Baldeaux, J; Chan, LL; Platen, E; William McLean and Anthony John Roberts
2016-07	Benchmarked Risk Minimization	Platen, E; Du, K
2010-01	Monte Carlo simulations	Jackel, P; Platen, E; al, RCE
2013-12-01	Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation	Baldeaux, J; Platen, E
2004-03-01	A fair pricing approach to weather derivatives	Platen, E; West, J
2002-01	Perfect hedging on index derivatives under a minimal model	Heath, DP; Platen, E
2004-01	Modeling the volatility and expected value of a diversified world index	Platen, E
2006-01-01	A Benchmark approach to finance	Platen, E
2009-01	Exact scenario simulation for selected multi-dimensional stochastic processes	Platen, E; Rendek, RJ

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