Access Statistics for Eckhard Platen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Benchmark Approach to Filtering in Finance 1 5 17 129 3 13 50 315
A Benchmark Approach to Finance 5 20 64 418 22 52 170 931
A Benchmark Approach to Portfolio Optimization under Partial Information 4 10 42 144 8 25 92 334
A Benchmark Framework for Integrated Risk Management 0 6 18 153 4 13 43 342
A Benchmark Framework for Risk Management 4 16 70 408 18 59 238 1,142
A Benchmark Model for Financial Markets 6 16 59 307 28 77 274 1,090
A Benchmark Model for Financial Markets 0 0 0 156 1 1 8 747
A Discrete Time Benchmark Approach for Finance and Insurance 0 2 15 106 6 13 52 329
A Financial Market Model 0 0 0 0 0 1 8 128
A Financial Market Model with Trading Volume and Stochastic Volatility 0 0 0 1 1 4 21 199
A General Benchmark Model for Stochastic Jump Sizes 0 2 11 92 1 5 36 219
A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation 1 3 13 121 7 13 75 420
A Minimal Financial Market Model 0 0 0 1 19 53 201 614
A Minimal Financial Market Model 0 0 0 122 2 7 32 1,119
A Minimal Share Market Model with Stochastic Volatility 0 0 0 1 4 22 83 368
A Structure for General and Specific Market Risk 7 14 60 269 15 35 152 653
A Unifying Approach to Asset Pricing 5 14 39 42 5 20 66 71
A Variance Reduction Technique Based on Integral Representations 1 6 23 209 9 16 72 535
A Visual Classification of Local Martingales 4 8 25 25 4 17 51 51
Alternative Defaultable Term Structure Models 3 5 27 27 5 13 48 48
An Alternative Interest Rate Term Structure Model 0 3 23 230 2 19 76 613
An Intraday Empirical Analysis of Electricity Price Behaviour 2 7 33 246 8 22 92 553
An Introduction to Numerical Methods for Stochastic Differential Equations 0 0 0 6 38 109 411 2,153
Analytic Pricing of Contingent Claims Under the Real-World Measure 2 4 41 74 5 14 88 157
Applications of the Balanced Method to Stochastic Differential Equations in Filtering 0 0 0 0 2 4 17 126
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index 7 14 49 163 13 30 118 374
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index 2 6 22 105 7 23 65 255
Approximation of Jump Diffusions in Finance and Economics 4 11 39 281 11 24 83 500
Arbitrage in Continuous Complete Markets 1 8 22 125 9 19 55 296
Asset Markets and Monetary Policy 6 14 59 59 10 30 67 67
Benchmark Model with Intensity Based Jumps 0 1 6 57 2 9 30 164
Benchmark Pricing of Credit Derivatives Under a Standard Market Model 3 6 14 157 8 21 74 542
Benchmarking and Fair Pricing Applied to Two Market Models 0 2 7 101 1 4 23 255
Capital Asset Pricing for Markets with Intensity Based Jumps 0 3 6 116 3 9 32 257
Comparison of Some Key Approches to Hedging in Incomplete Markets 0 0 0 1 1 1 10 113
Consistent Market Extensions under the Benchmark Approach 3 4 10 41 4 8 23 95
Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model 3 8 40 215 6 17 87 491
Currency Derivatives under a Minimal Market Model with Random Scaling 2 4 27 114 4 22 77 321
Distributional Deviations in Random Number Generation in Finance 2 5 21 44 7 18 72 83
Diversified Portfolios in a Benchmark Framework 0 0 0 0 1 5 18 176
Diversified Portfolios with Jumps in a Benchmark Framework 0 2 8 108 2 8 20 235
Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales 4 13 13 13 10 25 25 25
Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices 5 15 64 154 17 36 220 479
Estimating for Discretely Observed Diffusions Using Transform Functions 0 3 4 44 0 3 6 118
Fair Pricing of Weather Derivatives 7 21 73 706 23 57 210 1,503
Filtering and Parameter Estimation for a Mean Reverting Interest Rate Model 0 0 0 0 6 28 93 552
Hedging for the Long Run 5 13 35 79 8 19 85 156
Hidden Markov Chain Filtering for Generalised Bessel Processes 0 0 0 0 0 2 23 189
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices 0 3 12 127 1 5 42 344
Investments for the Short and Long Run 2 4 16 118 3 8 36 229
Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options 5 28 126 260 46 129 744 1,355
Local Volatility Function Models under a Benchmark Approach 5 13 73 481 11 34 176 1,216
Minimizing the Expected Market Time to Reach a Certain Wealth Level 1 2 9 9 1 6 31 33
Minimizing the expected market time to reach a certain wealth level 2 4 4 4 7 16 16 16
Modeling the Volatility and Expected Value of a Diversified World Index 0 5 20 116 8 20 71 370
Modelling the Stochastic Dynamics of Volatility for Equity Indices 0 0 0 0 3 6 11 145
Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies 0 0 2 2 1 2 10 10
Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading 0 0 0 0 1 3 3 3
Numerical Inversion of Laplace Transforms: A Survey of Techniques with Applications to Derivative Pricing 0 0 0 2 23 61 214 1,053
On Explicit Probability Laws for Classes of Scalar Diffusions 1 5 10 10 1 6 23 23
On Feedback Effects from Hedging Derivatives 0 0 0 0 3 6 27 269
On Financial Markets where only Buy-And-Hold Trading is Possible 0 1 12 36 5 8 39 99
On Honest Times in Financial Modeling 2 3 23 49 3 10 73 82
On Smile and Skewness 0 0 0 2 3 8 50 1,544
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance 3 3 20 114 6 9 51 263
On honest times in financial modeling 1 2 2 2 2 5 5 5
On the Distributional Characterization of Log-returns of a World Stock Index 2 8 32 141 8 22 72 490
On the Dybvig-Ingersoll-Ross Theorem 4 6 6 6 5 10 10 10
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance 0 1 13 121 2 4 32 258
On the Log-Return Distribution of Index Benchmarked Share Prices 0 0 0 1 16 45 282 878
On the Marginal Distribution of Trade Weighted Currency Indices 0 0 0 0 6 12 36 277
On the Numerical Stability of Simulation Methods for SDES 0 6 37 37 7 17 74 74
On the Pricing and Hedging of Long Dated Zero Coupon Bonds 3 4 33 143 11 27 122 505
On the Role of the Growth Optimal Portfolio in Finance 13 29 89 480 30 66 208 977
On the Strong Approximation of Jump-Diffusion Processes 4 10 42 258 8 20 80 483
On the Strong Approximation of Pure Jump Processes 4 6 27 142 8 16 68 277
On the semimartingale property of discounted asset-price processes 2 3 3 3 5 11 11 11
Option Pricing under Incompleteness and Stochastic Volatility 0 0 0 5 3 15 81 1,163
Perfect Hedging of Index Derivatives Under a Locally Arbitrage Free Minimal Market Model 3 5 20 85 7 15 68 307
Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models 2 6 29 211 5 11 54 470
Pricing and Hedging in the Presence of Transaction Costs Under Local Risk Minimisation 0 0 0 0 1 2 9 97
Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling 1 3 13 102 4 9 40 331
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 2 12 48 132 11 37 178 421
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps 4 7 26 129 7 16 68 332
Real World Pricing for a Modified Constant Elasticity of Variance Model 2 4 17 17 8 21 54 54
Risk Premia and Financial Modelling Without Measure Transformation 0 0 0 53 0 1 2 844
Risk Premia and Financial Modelling Without Measure Transformation 3 5 13 85 4 10 48 283
Semiparametric Diffusion Estimation and Application to a Stock Market Model 0 3 9 77 0 8 29 212
Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps 4 9 58 284 36 58 236 938
Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay 3 10 50 202 6 19 117 542
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 1 13 54 77 8 35 171 215
Strong discrete time approximation of Stochastic Differential Equations with Time Delay 0 0 0 0 2 4 20 160
Symmetry Group Methods for Fundamental Solutions and Characteristic Functions 2 7 20 103 4 11 50 330
The History of the Quantitative Methods in Finance Conference Series. 1992-2007 6 12 38 90 8 21 83 182
The Law of Minimum Price 4 10 37 78 17 32 145 249
Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities 2 3 13 71 4 11 48 186
Two-Factor Model for Low Interest Rate Regimes 9 15 77 308 28 66 296 1,051
Understanding the Implied Volatility Surface for Options on a Diversified Index 10 29 137 772 52 109 486 2,596
Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach 6 21 81 113 13 45 217 304
Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay 1 5 17 132 2 10 57 348
Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay 0 0 0 45 0 2 10 786
Über die Stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis 0 0 0 14 1 5 22 193
Total Working Papers 218 619 2,467 11,819 835 2,210 9,178 44,396

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BENCHMARK APPROACH TO FINANCE 1 4 6 28 5 9 23 70
A Benchmark Approach to Filtering in Finance 0 0 5 23 0 3 19 85
A Benchmark Approach to Portfolio Optimization under Partial Information 0 0 10 16 3 4 27 57
A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets 1 3 20 36 2 4 35 69
A Fair Pricing Approach to Weather Derivatives 2 4 14 76 7 16 47 207
A Two-Factor Model for Low Interest Rate Regimes 0 0 12 53 1 1 39 236
A short term interest rate model 2 7 28 706 6 15 69 1,931
AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL 0 0 6 7 0 0 12 15
ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE 0 3 7 7 3 6 18 18
Approximating the growth optimal portfolio with a diversified world stock index 1 1 1 1 3 4 4 4
Approximation of jump diffusions in finance and economics 1 1 9 31 2 4 18 99
CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH 1 2 2 2 2 4 6 6
CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING 0 0 5 5 1 7 16 18
Consistent pricing and hedging for a modified constant elasticity of variance model 0 1 7 40 1 4 19 121
Diversified Portfolios with Jumps in a Benchmark Framework 0 0 0 16 0 3 12 85
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices 0 0 3 18 1 2 9 92
Local volatility function models under a benchmark approach 3 5 19 100 9 15 55 348
ON THE ROLE OF THE GROWTH OPTIMAL PORTFOLIO IN FINANCE 1 3 10 50 2 8 27 173
On the Distributional Characterization of Daily Log-Returns of a World Stock Index 0 7 28 94 15 49 167 495
SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS 1 5 24 30 11 29 138 162
Semiparametric diffusion estimation and application to a stock market index 0 1 2 9 0 2 14 32
Subordinated Market Index Models: A Comparison 1 7 20 34 1 13 43 117
Understanding the Implied Volatility Surface for Options on a Diversified Index 1 1 9 74 6 11 53 324
Total Journal Articles 16 55 247 1,456 81 213 870 4,764

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Statistics updated 2009-11-04