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Eckhard Platen
Eckhard Platen
Emeritus Professor of Quantitative Finance
Verificeret mail på uts.edu.au - Startside
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Stochastic differential equations
PE Kloeden, E Platen, PE Kloeden, E Platen
Numerical solution of stochastic differential equations, 103-160, 1992
124501992
Numerical solution of SDE through computer experiments
PE Kloeden, E Platen, H Schurz
Springer Science & Business Media, 2012
12282012
Numerical solution of stochastic differential equations with jumps in finance
E Platen, N Bruti-Liberati
Springer Science & Business Media, 2010
6342010
A benchmark approach to quantitative finance
E Platen, D Heath
Springer Science & Business Media, 2006
5032006
An introduction to numerical methods for stochastic differential equations
E Platen
Acta numerica 8, 197-246, 1999
3911999
Balanced implicit methods for stiff stochastic systems
GN Milstein, E Platen, H Schurz
SIAM Journal on Numerical Analysis 35 (3), 1010-1019, 1998
3221998
Higher-order implicit strong numerical schemes for stochastic differential equations
PE Kloeden, E Platen
Journal of statistical physics 66, 283-314, 1992
2211992
Option pricing under incompleteness and stochastic volatility
N Hofmann, E Platen, M Schweizer
Mathematical Finance 2 (3), 153-187, 1992
2191992
On feedback effects from hedging derivatives
E Platen, M Schweizer
Mathematical finance 8 (1), 67-84, 1998
2131998
Strong discrete time approximation of stochastic differential equations with time delay
U Küchler, E Platen
Mathematics and Computers in Simulation 54 (1-3), 189-205, 2000
2042000
The approximation of multiple stochastic integrals
PE Kloeden, E Platen, IW Wright
Stochastic analysis and applications 10 (4), 431-441, 1992
1851992
A comparison of two quadratic approaches to hedging in incomplete markets
D Heath, E Platen, M Schweizer
Mathematical finance 11 (4), 385-413, 2001
1802001
Arbitrage in continuous complete markets
E Platen
Advances in Applied Probability 34 (3), 540-558, 2002
1702002
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1502006
A survey of numerical methods for stochastic differential equations
PE Kloeden, E Platen
Stochastic Hydrology and Hydraulics 3, 155-178, 1989
1431989
Stratonovich and Itô stochastic taylor expansions
PE Kloeden, E Platen
Mathematische Nachrichten 151 (1), 33-50, 1991
1351991
On the distributional characterization of daily log‐returns of a World Stock Index
K Fergusson, E Platen
Applied Mathematical Finance 13 (01), 19-38, 2006
1242006
Approximation of It ô integral equations
W Wagner, E Platen
Zentralinst. für Mathematik u. Mechanik d. Akad. d. Wiss. d. DDR, 1978
1101978
Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices
E Platen, R Rendek
Journal of statistical theory and practice 2 (2), 233-251, 2008
1092008
Option pricing for a logstable asset price model
SR Hurst, E Platen, ST Rachev
Mathematical and computer modelling 29 (10-12), 105-119, 1999
1091999
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Artikler 1–20