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2010 – 2019
- 2019
[j14]Claudio Fontana, Markus Pelger, Eckhard Platen
:
On the existence of sure profits via flash strategies. J. Appl. Probab. 56(2): 384-397 (2019)- 2015
- [j13]Leunglung Chan, Eckhard Platen:
Pricing and hedging of long dated variance swaps under a 3/2 volatility model. J. Comput. Appl. Math. 278: 181-196 (2015) - [j12]Leunglung Chan, Eckhard Platen:
Pricing volatility derivatives under the modified constant elasticity of variance model. Oper. Res. Lett. 43(4): 419-422 (2015) - 2013
- [j11]Ashkan Nikeghbali, Eckhard Platen:
A reading guide for last passage times with financial applications in view. Finance Stochastics 17(3): 615-640 (2013) - 2012
- [j10]Katja Ignatieva, Eckhard Platen:
Estimating the diffusion coefficient function for a diversified world stock index. Comput. Stat. Data Anal. 56(6): 1333-1349 (2012) - [j9]Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen:
Processes of Class Sigma, Last Passage Times, and Drawdowns. SIAM J. Financial Math. 3(1): 280-303 (2012) - 2010
- [j8]Constantinos Kardaras, Eckhard Platen:
Minimizing the Expected Market Time to Reach a Certain Wealth Level. SIAM J. Financial Math. 1(1): 16-29 (2010)
2000 – 2009
- 2008
- [j7]Nicola Bruti Liberati, Filippo Martini, Massimo Piccardi, Eckhard Platen:
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation. Math. Comput. Simul. 77(1): 45-56 (2008) - 2006
- [j6]Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen:
First Order Strong Approximations of Jump Diffusions. Monte Carlo Methods Appl. 12(3): 191-209 (2006) - 2005
- [c3]Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi:
An FPGA generator for multipoint distributed random variables (abstract only). FPGA 2005: 280 - [c2]Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi:
A hardware generator for multi-point distributed random variables. ISCAS (2) 2005: 1702-1705 - 2004
- [c1]Nicola Bruti Liberati, Eckhard Platen:
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance. International Conference on Computational Science 2004: 771-778 - 2003
- [j5]Eckhard Platen, Gerhard Stahl:
A Structure for General and Specific Market Risk. Comput. Stat. 18(3): 355-373 (2003) - 2002
- [j4]Kestutis Kubilius, Eckhard Platen:
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. Monte Carlo Methods Appl. 8(1): 83-96 (2002) - [j3]Uwe Küchler, Eckhard Platen:
Weak discrete time approximation of stochastic differential equations with time delay. Math. Comput. Simul. 59(6): 497-507 (2002)
1990 – 1999
- 1999
- [j2]Eckhard Platen:
A short term interest rate model. Finance Stochastics 3(2): 215-225 (1999) - [j1]Paul Fischer, Eckhard Platen:
Applications of the balanced method to stochastic differential equations in filtering. Monte Carlo Methods Appl. 5(1): 19-38 (1999)
Coauthor Index
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