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Results: 1-10 |
Results: 10

Authors: Heath, D Platen, E Schweizer, M
Citation: D. Heath et al., A comparison of two quadratic approaches to hedging in incomplete markets, MATH FINANC, 11(4), 2001, pp. 385-413

Authors: Platen, E
Citation: E. Platen, 'Auftritt-der-Tod-im-Wirbel-der-Konfetti'. Narrative between invention anddisappearance in Gerhard Kopf's early work, STUD NEOPH, 73(1), 2001, pp. 111-113

Authors: Heath, D Platen, E Schweizer, M
Citation: D. Heath et al., Numerical comparison of local risk-minimisation and mean-variance hedging, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 509-537

Authors: Elliott, R Platen, E
Citation: R. Elliott et E. Platen, Hidden Markov chain filtering for generalised Bessel processes, TRENDS MATH, 2001, pp. 123-143

Authors: Hofmann, N Platen, E
Citation: N. Hofmann et E. Platen, Approximating large diversified portfolios, MATH FINANC, 10(1), 2000, pp. 77-88

Authors: Kuchler, U Platen, E
Citation: U. Kuchler et E. Platen, Strong discrete time approximation of stochastic differential equations with time delay, MATH COMP S, 54(1-3), 2000, pp. 189-205

Authors: Hurst, SR Platen, E Rachev, ST
Citation: Sr. Hurst et al., Option pricing for a logstable asset price model, MATH COMP M, 29(10-12), 1999, pp. 105-119

Authors: Platen, E
Citation: E. Platen, Image or copy? Reflections on the question of 'poetic truth' in Wolfgang Koeppens's 'Treibhaus', STUD NEOPH, 71(2), 1999, pp. 196-205

Authors: Platen, E Lange-Muller, K
Citation: E. Platen et K. Lange-muller, "Wenn-etwas-fur-Schriftsteller-interessant-ist-dann-ist-es-dabei-zu-verschwinden". An interview with writer Katja Lange-Muller, MOD SPRAK, 93(2), 1999, pp. 182-185

Authors: Platen, E
Citation: E. Platen, Axiomatic principles for a market model, J APPL PROB, 36(1), 1999, pp. 295-300
Risultati: 1-10 |