Access Statistics for Eckhard Platen

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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 0 0 0 165 0 1 5 417
A Benchmark Approach to Finance 0 0 2 583 0 1 7 1,435
A Benchmark Approach to Investing and Pricing 0 0 0 137 2 2 5 303
A Benchmark Approach to Portfolio Optimization under Partial Information 0 0 0 202 0 0 4 563
A Benchmark Framework for Integrated Risk Management 0 0 0 173 0 1 1 425
A Benchmark Framework for Risk Management 0 0 0 523 1 2 5 1,625
A Benchmark Model for Financial Markets 0 0 5 573 2 9 73 3,095
A Discrete Time Benchmark Approach for Finance and Insurance 0 0 2 158 0 0 8 550
A Financial Market Model 0 0 0 0 1 1 1 167
A Financial Market Model with Trading Volume and Stochastic Volatility 0 0 0 1 0 0 0 269
A General Benchmark Model for Stochastic Jump Sizes 0 0 0 116 0 0 7 517
A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation 0 0 1 134 0 0 8 579
A Hybrid Model for Pricing and Hedging of Long Dated Bonds 0 1 3 67 0 2 7 167
A Minimal Financial Market Model 0 0 0 1 0 0 2 1,034
A Minimal Share Market Model with Stochastic Volatility 0 0 0 1 0 0 1 478
A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model 0 0 5 71 1 2 12 131
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 2 18 2 2 17 59
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 5 1 2 7 26
A Structure for General and Specific Market Risk 0 0 2 423 0 0 5 1,247
A Tractable Model for Indices Approximating the Growth Optimal Portfolio 0 0 0 20 0 0 2 80
A Unifying Approach to Asset Pricing 0 0 0 99 2 2 3 192
A Variance Reduction Technique Based on Integral Representations 0 1 1 258 0 3 5 673
A Visual Classification of Local Martingales 0 0 1 138 0 1 3 342
A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales 0 0 0 40 0 0 2 99
A benchmark approach to asset management 0 0 0 0 0 0 2 2
A benchmark model for financial markets 0 0 0 161 0 0 3 610
A class of complete benchmark models with intensity-based jumps 0 0 0 0 0 0 1 1
A minimal financial market model 0 0 3 140 0 3 10 634
A survey of numerical methods for stochastic differential equations 1 1 4 4 1 1 5 5
Affine Realizations for Levy Driven Interest Rate Models with Real-World Forward Rate Dynamics 1 1 2 36 1 1 3 130
Alternative Defaultable Term Structure Models 0 0 0 87 0 0 3 181
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 0 28 0 0 1 79
An Alternative Interest Rate Term Structure Model 0 0 0 257 1 1 4 790
An Intraday Empirical Analysis of Electricity Price Behaviour 1 1 2 282 1 1 4 686
An Introduction to Numerical Methods for Stochastic Differential Equations 0 0 0 6 1 5 29 3,452
Analytic Pricing of Contingent Claims Under the Real-World Measure 0 0 0 132 1 1 1 323
Application of Maximum Likelihood Estimation to Stochastic Short Rate Models 0 1 12 49 1 4 24 106
Applications of the Balanced Method to Stochastic Differential Equations in Filtering 0 0 0 0 1 2 7 219
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index 0 0 0 225 0 0 0 551
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index 0 0 0 162 0 1 8 464
Approximating the Numeraire Portfolio by Naive Diversification 0 0 0 71 5 6 15 415
Approximation of Jump Diffusions in Finance and Economics 0 0 0 366 1 2 5 700
Arbitrage in Continuous Complete Markets 0 0 1 158 0 2 8 420
Asset Markets and Monetary Policy 0 1 3 188 2 3 7 303
Axiomatic principles for a market model 0 0 0 0 0 0 0 0
Balanced Implicit Methods for Stiff Stochastic Systems 0 0 5 5 1 1 9 9
Benchmark Model with Intensity Based Jumps 0 0 0 68 0 0 0 212
Benchmark Pricing of Credit Derivatives Under a Standard Market Model 0 0 0 180 1 1 2 639
Benchmarking and Fair Pricing Applied to Two Market Models 0 0 1 137 0 0 2 349
Capital Asset Pricing for Markets with Intensity Based Jumps 0 0 0 131 0 0 2 317
Comparison of Some Key Approaches to Hedging in Incomplete Markets 0 0 0 1 0 0 2 165
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 0 1 31 0 0 1 84
Consistent Market Extensions under the Benchmark Approach 0 1 2 67 0 1 3 176
Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model 0 0 1 272 0 3 5 662
Credit Derivative Evaluation and CVA under the Benchmark Approach 1 1 2 83 1 1 8 193
Currency Derivatives under a Minimal Market Model with Random Scaling 0 0 1 192 0 0 2 627
Detecting Money Market Bubbles 1 2 9 74 7 14 51 225
Distributional Deviations in Random Number Generation in Finance 0 0 1 80 0 1 4 281
Diversified Portfolios in a Benchmark Framework 0 0 0 0 0 1 5 255
Diversified Portfolios with Jumps in a Benchmark Framework 0 0 0 134 0 0 1 332
Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales 0 0 0 69 1 1 3 165
Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices 1 1 3 320 3 3 17 1,012
Estimating for Discretely Observed Diffusions Using Transform Functions 0 0 1 59 0 0 4 160
Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model 0 0 0 57 0 0 3 135
Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes 0 0 2 69 0 0 3 180
Extrapolation Methods For The Weak Approximation Of Ito Diffusions 0 1 2 2 0 1 5 5
Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach 0 0 3 3 0 0 1 1
Fair Pricing of Weather Derivatives 0 1 3 847 1 3 7 1,847
Fast Quantization of Stochastic Volatility Models 0 1 1 2 0 2 6 10
Fast Quantization of Stochastic Volatility Models 0 2 11 93 1 11 33 120
Filtering and Parameter Estimation for a Mean Reverting Interest Rate Model 0 0 0 0 0 1 5 707
Financial market meltdown and a need for new financial regulations 0 0 1 1 0 2 5 5
Hedging for the Long Run 0 0 3 151 0 1 7 380
Hedging long-dated interest rate derivatives for Australian pension funds and life insurers 0 0 0 0 0 1 2 2
Hidden Markov Chain Filtering for Generalised Bessel Processes 0 0 0 0 0 1 2 237
Higher-order implicit strong numerical schemes for stochastic differential equations 0 0 4 4 0 0 10 10
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices 0 0 0 146 0 1 4 437
Investing for the Long Run 0 0 0 14 1 1 12 21
Investing for the Long Run 2 5 14 47 4 16 52 137
Investments for the Short and Long Run 0 0 1 161 0 0 3 343
Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options 0 0 0 390 1 3 4 2,331
Less Expensive Pricing and Hedging of Long-Dated Equity Index Options When Interest Rates are Stochastic 0 0 5 35 0 1 9 72
Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity 0 0 1 2 3 5 8 11
Liability Driven Investments under a Benchmark Based Approach 1 2 3 60 1 3 10 158
Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts 0 0 1 22 1 2 6 14
Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts 0 1 4 37 1 2 13 65
Local Risk-Minimization under the Benchmark Approach 0 0 0 10 0 0 1 35
Local Risk-Minimization under the Benchmark Approach 0 0 3 22 2 3 9 84
Local Volatility Function Models under a Benchmark Approach 1 1 1 536 1 1 5 1,449
Market Efficiency and Growth Optimal Portfolio 0 0 0 7 2 3 6 11
Market Efficiency and the Growth Optimal Portfolio 3 8 34 77 14 28 104 228
Memorandum on a new financial architecture and new regulations 0 0 2 2 1 1 3 3
Minimizing the Expected Market Time to Reach a Certain Wealth Level 0 1 1 28 0 1 5 113
Minimizing the expected market time to reach a certain wealth level 0 0 2 17 0 0 3 67
Modeling of Oil Prices 0 1 4 93 1 2 11 224
Modeling the Volatility and Expected Value of a Diversified World Index 0 1 2 144 0 2 3 474
Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae 0 1 1 91 0 3 7 220
Modelling the Stochastic Dynamics of Volatility for Equity Indices 0 0 0 0 0 0 0 179
Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies 0 0 0 6 0 0 0 31
Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading 0 0 0 12 0 0 0 53
Natural Disasters, Insurance Stocks and the Numeraire Portfolio 0 0 0 0 0 2 9 9
Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging 0 0 0 0 0 0 1 1
Numerical Inversion of Laplace Transforms: A Survey of Techniques with Applications to Derivative Pricing 0 0 0 2 5 10 25 1,785
On Explicit Probability Laws for Classes of Scalar Diffusions 0 0 0 43 0 0 0 112
On Feedback Effects from Hedging Derivatives 0 0 0 0 0 0 1 358
On Financial Markets where only Buy-And-Hold Trading is Possible 0 0 0 73 0 0 1 210
On Honest Times in Financial Modeling 0 1 1 88 0 1 4 199
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance 0 0 0 138 0 0 2 395
On effects of discretization on estimators of drift parameters for diffusion processes 0 0 0 1 0 1 4 5
On honest times in financial modeling 0 0 0 17 0 1 2 78
On the Distributional Characterization of Log-returns of a World Stock Index 0 0 0 189 1 6 10 657
On the Dybvig-Ingersoll-Ross Theorem 0 0 0 27 0 0 1 115
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance 0 0 0 142 0 0 0 319
On the Log-Return Distribution of Index Benchmarked Share Prices 0 0 0 1 2 2 9 1,127
On the Marginal Distribution of Trade Weighted Currency Indices 0 0 0 0 0 1 1 308
On the Numerical Stability of Simulation Methods for SDES 0 1 2 84 0 1 4 221
On the Pricing and Hedging of Long Dated Zero Coupon Bonds 0 0 3 205 1 2 7 812
On the Role of the Growth Optimal Portfolio in Finance 0 0 1 715 0 0 2 1,567
On the Strong Approximation of Jump-Diffusion Processes 1 1 6 356 2 6 25 715
On the Strong Approximation of Pure Jump Processes 0 0 1 192 0 1 2 405
On the existence of sure profits via flash strategies 0 0 0 69 0 4 10 24
On the semimartingale property of discounted asset-price processes 0 0 0 36 0 0 1 124
Option pricing for a logstable asset price model 0 0 1 1 1 1 4 4
Perfect Hedging of Index Derivatives Under a Locally Arbitrage Free Minimal Market Model 0 0 0 93 0 0 3 365
Pricing Volatility Derivatives Under the Modified Constant Elasticity of Variance Model 0 0 1 29 0 0 2 48
Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models 0 0 0 248 0 0 0 585
Pricing and Hedging in the Presence of Transaction Costs Under Local Risk Minimisation 0 0 0 0 0 1 1 126
Pricing and hedging of long dated variance swaps under a 3/2 volatility model 0 0 0 0 0 0 1 1
Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling 0 1 1 126 0 1 1 404
Pricing of long dated equity-linked life insurance contracts 0 0 0 0 0 1 1 1
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 230 2 2 5 870
Pricing via anticipative stochastic calculus 0 0 0 0 0 0 1 1
Principles for modelling financial markets 1 1 1 1 1 1 1 1
Processes of Class Sigma, Last Passage Times, and Drawdowns 0 0 0 0 0 0 4 4
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 5 0 0 1 11
Quasi-exact Approximation of Hidden Markov Chain Filters 0 0 1 16 0 1 5 71
Rate of Convergence of the Euler Approximation for Diffusion Processes 1 2 8 8 1 5 16 16
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps 0 0 0 167 0 0 2 466
Real World Pricing for a Modified Constant Elasticity of Variance Model 0 0 1 59 2 2 7 191
Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees 0 1 5 32 0 3 14 120
Real World Pricing of Long Term Contracts 0 0 1 127 1 1 4 341
Real-World Forward Rate Dynamics With Affine Realizations 1 1 1 1 1 1 4 4
Real-world forward rate dynamics with affine realizations 1 1 1 1 1 1 1 1
Recovering the Real-World Density and Liquidity Premia From Option Data 0 1 12 44 2 3 22 104
Recursive Marginal Quantization of Higher-Order Schemes 0 0 0 4 0 0 1 19
Relations between multiple ito and stratonovich integrals 1 1 2 2 1 2 5 5
Risk Premia and Financial Modelling Without Measure Transformation 0 0 0 109 0 0 1 365
Risk premia and financial modelling without measure transformation 0 0 1 61 0 0 2 234
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 1 1 2 300
Semiparametric diffusion estimation and application to a stock market index 0 0 0 59 1 1 6 288
Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps 0 0 1 448 1 2 17 1,976
Simulation of Diversified Portfolios in a Continuous Financial Market 0 0 1 74 0 2 11 193
Simulation of Diversified Portfolios in a Continuous Financial Market 0 1 1 92 1 4 6 228
Stability of weak numerical schemes for stochastic differential equations 0 0 0 0 0 0 1 1
Stratonovich and Ito Stochastic Taylor Expansions 0 2 4 4 0 2 6 6
Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay 0 1 1 281 0 1 3 811
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 0 0 3 221 0 1 7 635
Strong approximations of stochastic differential equations with jumps 0 0 0 0 0 1 3 3
Strong discrete time approximation of Stochastic Differential Equations with Time Delay 0 0 0 0 6 9 27 407
Stylised Properties of the Interest Rate Term Structure Under The Benchmark Approach 0 0 2 24 0 0 3 64
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 2 4 24 0 3 21 64
Symmetry Group Methods for Fundamental Solutions and Characteristic Functions 0 0 1 173 0 0 4 515
Symmetry group methods for fundamental solutions 0 0 0 0 0 0 2 3
The Affine Nature of Aggregate Wealth Dynamics 0 0 1 19 0 1 4 70
The History of the Quantitative Methods in Finance Conference Series. 1992-2007 0 0 0 148 0 0 3 351
The Law of Minimal Price 0 0 1 134 0 0 7 485
The Small and Large Time Implied Volatilities in the Minimal Market Model 0 0 0 23 0 1 1 60
The Small and Large Time Implied Volatilities in the Minimal Market Model 0 0 0 20 0 0 0 58
The approximation of multiple stochastic integrals 1 1 3 3 1 1 9 9
The numeraire property and long-term growth optimality for drawdown-constrained investments 0 0 0 16 0 1 3 44
The numéraire property and long-term growth optimality for drawdown-constrained investments 0 0 0 1 0 1 5 12
Three-Benchmarked Risk Minimization for Jump Diffusion Markets 0 0 0 64 3 4 9 157
Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities 0 0 1 107 0 0 3 297
Time Discrete Taylor Approximations for Ito Processes with Jump Component 0 0 1 1 0 1 6 6
Two-Factor Model for Low Interest Rate Regimes 0 0 2 386 1 1 6 1,410
Understanding the Implied Volatility Surface for Options on a Diversified Index 4 8 9 891 19 57 68 3,203
Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index 0 0 0 58 0 1 2 140
Valuation of FX barrier options under stochastic volatility 0 0 0 0 0 0 2 2
Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach 0 0 1 209 0 0 6 640
Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay 0 0 0 168 0 1 4 486
Weak discrete time approximation of stochastic differential equations with time delay 1 1 2 91 2 5 21 589
Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis 0 0 1 15 1 2 4 252
Total Working Papers 25 66 278 18,936 138 360 1,330 68,475


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 0 0 0 63 1 2 5 185
A Benchmark Approach to Filtering in Finance 0 0 1 37 0 1 6 155
A Benchmark Approach to Portfolio Optimization under Partial Information 0 0 0 38 0 0 0 145
A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets 0 0 0 56 0 0 2 128
A Discrete Time Benchmark Approach for Insurance and Finance 0 0 0 1 0 0 1 8
A Fair Pricing Approach to Weather Derivatives 0 0 2 133 1 1 7 378
A Hybrid Model for Pricing and Hedging of Long-dated Bonds 0 0 0 3 0 0 0 21
A Structure for General and Specific Market Risk 0 0 0 1 0 2 4 18
A Two-Factor Model for Low Interest Rate Regimes 0 0 1 79 1 1 4 335
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation 0 0 0 0 0 0 2 17
A law of large numbers for wide range exclusion processes in random media 0 0 0 0 0 0 0 10
A reading guide for last passage times with financial applications in view 0 0 1 6 1 2 5 35
A short term interest rate model 0 0 0 747 0 0 0 2,064
A tractable model for indices approximating the growth optimal portfolio 0 0 0 11 0 1 4 36
A variance reduction technique based on integral representations 0 0 0 4 0 0 0 72
AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL 0 0 0 0 0 0 1 2
ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE 0 0 0 0 0 0 3 4
APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 0 1 3 5 0 2 8 17
Alternative Defaultable Term Structure Models 0 0 0 1 0 0 0 14
Applications of the balanced method to stochastic differential equations in filtering 0 0 1 2 0 1 3 8
Approximating Large Diversified Portfolios 0 0 0 2 0 1 1 22
Approximation of jump diffusions in finance and economics 0 0 0 59 0 0 2 172
BENCHMARKED RISK MINIMIZATION 0 0 0 3 1 1 1 10
CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH 0 0 0 10 0 0 0 43
CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING 0 0 0 0 0 0 2 2
Consistent pricing and hedging for a modified constant elasticity of variance model 0 0 0 50 0 0 2 162
Credit Derivative Evaluation and CVA Under the Benchmark Approach 0 0 0 7 0 1 4 27
Detecting money market bubbles 1 1 3 6 3 3 10 26
Diversified Portfolios with Jumps in a Benchmark Framework 0 0 0 34 1 1 4 164
Editorials 0 0 0 0 0 0 0 24
Empirical behavior of a world stock index from intra-day to monthly time scales 0 0 0 4 0 0 0 25
Estimating the diffusion coefficient function for a diversified world stock index 0 0 1 4 0 0 1 34
First Order Strong Approximations of Jump Diffusions 0 0 0 2 1 2 4 17
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices 0 0 0 28 0 0 1 141
Local volatility function models under a benchmark approach 0 0 0 123 1 1 1 451
MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX 0 0 0 2 0 1 2 6
Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae 0 0 0 9 1 2 3 87
ON THE ROLE OF THE GROWTH OPTIMAL PORTFOLIO IN FINANCE 0 0 0 82 0 0 2 324
On Feedback Effects from Hedging Derivatives 0 0 0 19 0 0 0 55
On the Distributional Characterization of Daily Log-Returns of a World Stock Index 1 1 1 137 1 1 5 735
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 0 0 18
On the semimartingale property of discounted asset-price processes 1 1 1 4 1 1 3 38
On weak implicit and predictor-corrector methods 0 0 0 5 0 0 1 22
Option Pricing Under Incompleteness and Stochastic Volatility 0 0 2 28 0 1 3 68
PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL 0 0 0 0 0 0 3 3
Portfolio selection and asset pricing under a benchmark approach 0 0 0 7 0 0 1 36
Pricing currency derivatives under the benchmark approach 0 0 0 16 1 2 6 63
Pricing of index options under a minimal market model with log-normal scaling 0 1 1 6 0 1 1 42
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps 0 1 1 1 0 1 1 10
Real-World Pricing for a Modified Constant Elasticity of Variance Model 0 0 0 5 0 0 1 65
Real-world jump-diffusion term structure models 0 0 1 45 2 2 8 144
Recovering the real-world density and liquidity premia from option data 1 1 1 4 1 1 5 14
Recursive marginal quantization of higher-order schemes 0 0 1 1 0 0 4 4
SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS 0 0 0 1 1 1 3 6
Semiparametric diffusion estimation and application to a stock market index 0 0 0 17 1 1 5 114
Simulation studies on time discrete diffusion approximations 0 0 1 6 0 0 6 31
Strong discrete time approximation of stochastic differential equations with time delay 0 0 1 9 0 1 3 34
Subordinated Market Index Models: A Comparison 0 0 0 56 0 0 1 218
THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS 0 0 0 0 0 1 4 12
THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL 0 0 0 0 0 1 3 4
Understanding the Implied Volatility Surface for Options on a Diversified Index 1 2 2 101 1 4 4 462
Weak convergence of semimartingales and discretisation methods 0 0 0 6 0 0 1 27
Weak discrete time approximation of stochastic differential equations with time delay 0 0 0 1 0 1 4 16
Total Journal Articles 5 9 26 2,090 21 46 171 7,630


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Benchmark Approach to Investing and Pricing 0 0 0 4 1 1 4 18
A Benchmark Framework for Risk Management 0 0 1 4 0 0 2 16
Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility 0 0 0 0 0 0 0 6
Total Chapters 0 0 1 8 1 1 6 40


Statistics updated 2019-10-05