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 1 165 0 1 5 416
A Benchmark Approach to Finance 0 0 2 583 0 1 8 1,434
A Benchmark Approach to Investing and Pricing 0 0 1 137 1 1 5 301
A Benchmark Approach to Portfolio Optimization under Partial Information 0 0 0 202 0 1 12 563
A Benchmark Framework for Integrated Risk Management 0 0 0 173 0 0 0 424
A Benchmark Framework for Risk Management 0 0 1 523 0 2 6 1,623
A Benchmark Model for Financial Markets 0 0 8 573 3 12 95 3,086
A Discrete Time Benchmark Approach for Finance and Insurance 0 1 2 158 1 2 8 550
A Financial Market Model 0 0 0 0 0 0 1 166
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 1 12 517
A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation 0 0 1 134 1 1 11 579
A Hybrid Model for Pricing and Hedging of Long Dated Bonds 1 1 3 66 1 1 6 165
A Minimal Financial Market Model 0 0 0 1 0 0 3 1,034
A Minimal Share Market Model with Stochastic Volatility 0 0 0 1 0 1 1 478
A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model 0 2 7 71 0 3 14 129
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 3 18 1 2 19 57
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 5 0 0 6 24
A Structure for General and Specific Market Risk 1 1 2 423 1 2 5 1,247
A Tractable Model for Indices Approximating the Growth Optimal Portfolio 0 0 0 20 0 0 3 80
A Unifying Approach to Asset Pricing 0 0 0 99 0 0 1 190
A Variance Reduction Technique Based on Integral Representations 0 0 0 257 0 0 3 670
A Visual Classification of Local Martingales 0 1 1 138 0 2 3 341
A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales 0 0 0 40 0 0 3 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 10 610
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 1 2 9 631
A survey of numerical methods for stochastic differential equations 0 0 3 3 0 0 4 4
Affine Realizations for Levy Driven Interest Rate Models with Real-World Forward Rate Dynamics 0 1 2 35 0 2 4 129
Alternative Defaultable Term Structure Models 0 0 0 87 1 1 5 181
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 0 28 0 1 4 79
An Alternative Interest Rate Term Structure Model 0 0 0 257 0 2 5 789
An Intraday Empirical Analysis of Electricity Price Behaviour 0 0 1 281 0 1 3 685
An Introduction to Numerical Methods for Stochastic Differential Equations 0 0 0 6 9 14 25 3,447
Analytic Pricing of Contingent Claims Under the Real-World Measure 0 0 0 132 0 0 1 322
Application of Maximum Likelihood Estimation to Stochastic Short Rate Models 0 4 12 48 1 6 29 102
Applications of the Balanced Method to Stochastic Differential Equations in Filtering 0 0 0 0 0 1 5 217
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 1 162 0 1 12 463
Approximating the Numeraire Portfolio by Naive Diversification 0 0 0 71 0 3 13 409
Approximation of Jump Diffusions in Finance and Economics 0 0 1 366 0 0 4 698
Arbitrage in Continuous Complete Markets 0 0 2 158 1 2 7 418
Asset Markets and Monetary Policy 1 1 2 187 1 2 5 300
Axiomatic principles for a market model 0 0 0 0 0 0 0 0
Balanced Implicit Methods for Stiff Stochastic Systems 0 2 5 5 0 4 8 8
Benchmark Model with Intensity Based Jumps 0 0 0 68 0 0 1 212
Benchmark Pricing of Credit Derivatives Under a Standard Market Model 0 0 0 180 0 1 1 638
Benchmarking and Fair Pricing Applied to Two Market Models 0 1 1 137 0 2 3 349
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 1 3 165
Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods 0 0 1 31 0 0 2 84
Consistent Market Extensions under the Benchmark Approach 0 1 1 66 0 1 4 175
Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model 0 0 1 272 1 1 2 659
Credit Derivative Evaluation and CVA under the Benchmark Approach 0 0 2 82 1 1 10 192
Currency Derivatives under a Minimal Market Model with Random Scaling 0 0 1 192 0 0 3 627
Detecting Money Market Bubbles 0 1 10 72 2 9 48 211
Distributional Deviations in Random Number Generation in Finance 0 0 1 80 0 0 6 280
Diversified Portfolios in a Benchmark Framework 0 0 0 0 1 1 5 254
Diversified Portfolios with Jumps in a Benchmark Framework 0 0 1 134 0 0 2 332
Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales 0 0 0 69 1 1 3 164
Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices 0 0 2 319 4 7 18 1,009
Estimating for Discretely Observed Diffusions Using Transform Functions 0 0 1 59 1 1 4 160
Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model 0 0 0 57 0 0 5 135
Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes 0 0 2 69 0 0 4 180
Extrapolation Methods For The Weak Approximation Of Ito Diffusions 0 0 1 1 1 2 4 4
Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach 3 3 3 3 1 1 1 1
Fair Pricing of Weather Derivatives 0 0 2 846 0 0 6 1,844
Fast Quantization of Stochastic Volatility Models 0 1 12 91 1 3 35 109
Fast Quantization of Stochastic Volatility Models 0 0 0 1 0 1 4 8
Filtering and Parameter Estimation for a Mean Reverting Interest Rate Model 0 0 0 0 0 1 4 706
Financial market meltdown and a need for new financial regulations 0 1 1 1 0 1 3 3
Hedging for the Long Run 0 0 3 151 1 2 8 379
Hedging long-dated interest rate derivatives for Australian pension funds and life insurers 0 0 0 0 1 1 1 1
Hidden Markov Chain Filtering for Generalised Bessel Processes 0 0 0 0 0 0 1 236
Higher-order implicit strong numerical schemes for stochastic differential equations 0 1 4 4 1 5 10 10
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices 0 0 0 146 2 2 3 436
Investing for the Long Run 1 2 12 42 4 12 51 121
Investing for the Long Run 0 0 0 14 0 11 12 20
Investments for the Short and Long Run 1 1 1 161 2 3 3 343
Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options 0 0 0 390 0 0 2 2,328
Less Expensive Pricing and Hedging of Long-Dated Equity Index Options When Interest Rates are Stochastic 0 0 6 35 0 2 12 71
Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity 0 0 1 2 0 0 3 6
Liability Driven Investments under a Benchmark Based Approach 0 0 2 58 0 1 11 155
Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts 0 1 3 36 3 5 17 63
Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts 0 0 1 22 0 1 4 12
Local Risk-Minimization under the Benchmark Approach 0 0 0 10 1 1 1 35
Local Risk-Minimization under the Benchmark Approach 0 1 4 22 1 2 11 81
Local Volatility Function Models under a Benchmark Approach 0 0 0 535 0 0 4 1,448
Market Efficiency and Growth Optimal Portfolio 0 0 0 7 0 1 3 8
Market Efficiency and the Growth Optimal Portfolio 6 9 32 69 14 24 101 200
Memorandum on a new financial architecture and new regulations 1 2 2 2 1 2 2 2
Minimizing the Expected Market Time to Reach a Certain Wealth Level 0 0 0 27 3 3 4 112
Minimizing the expected market time to reach a certain wealth level 1 2 2 17 2 3 3 67
Modeling of Oil Prices 0 1 5 92 1 3 12 222
Modeling the Volatility and Expected Value of a Diversified World Index 0 1 2 143 0 1 2 472
Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae 0 0 0 90 1 1 5 217
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 1 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 7 7
Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging 0 0 0 0 1 1 1 1
Numerical Inversion of Laplace Transforms: A Survey of Techniques with Applications to Derivative Pricing 0 0 0 2 2 4 27 1,775
On Explicit Probability Laws for Classes of Scalar Diffusions 0 0 1 43 0 0 1 112
On Feedback Effects from Hedging Derivatives 0 0 0 0 0 0 2 358
On Financial Markets where only Buy-And-Hold Trading is Possible 0 0 0 73 0 0 4 210
On Honest Times in Financial Modeling 0 0 0 87 1 1 5 198
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance 0 0 0 138 0 1 2 395
On effects of discretization on estimators of drift parameters for diffusion processes 0 0 1 1 0 0 4 4
On honest times in financial modeling 0 0 0 17 0 1 2 77
On the Distributional Characterization of Log-returns of a World Stock Index 0 0 1 189 0 4 6 651
On the Dybvig-Ingersoll-Ross Theorem 0 0 0 27 0 1 2 115
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 3 4 7 1,125
On the Marginal Distribution of Trade Weighted Currency Indices 0 0 0 0 0 0 0 307
On the Numerical Stability of Simulation Methods for SDES 0 0 1 83 0 0 3 220
On the Pricing and Hedging of Long Dated Zero Coupon Bonds 0 0 3 205 1 2 6 810
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 6 355 3 5 23 709
On the Strong Approximation of Pure Jump Processes 0 0 1 192 0 0 1 404
On the existence of sure profits via flash strategies 0 0 0 69 0 1 16 20
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 1 1 1 1 2 3 3
Perfect Hedging of Index Derivatives Under a Locally Arbitrage Free Minimal Market Model 0 0 0 93 1 1 3 365
Pricing Volatility Derivatives Under the Modified Constant Elasticity of Variance Model 0 0 1 29 0 0 3 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 0 0 125
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 0 0 125 0 0 1 403
Pricing of long dated equity-linked life insurance contracts 0 0 0 0 0 0 0 0
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 230 0 1 6 868
Pricing via anticipative stochastic calculus 0 0 0 0 0 0 1 1
Principles for modelling financial markets 0 0 0 0 0 0 0 0
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 2 11
Quasi-exact Approximation of Hidden Markov Chain Filters 0 0 1 16 2 2 4 70
Rate of Convergence of the Euler Approximation for Diffusion Processes 2 4 6 6 2 5 11 11
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps 0 0 0 167 0 0 3 466
Real World Pricing for a Modified Constant Elasticity of Variance Model 0 1 1 59 4 5 8 189
Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees 0 0 4 31 1 4 15 117
Real World Pricing of Long Term Contracts 0 0 2 127 0 1 6 340
Real-World Forward Rate Dynamics With Affine Realizations 0 0 0 0 0 0 3 3
Recovering the Real-World Density and Liquidity Premia From Option Data 1 1 14 43 1 2 23 101
Recursive Marginal Quantization of Higher-Order Schemes 0 0 0 4 0 0 2 19
Relations between multiple ito and stratonovich integrals 0 1 1 1 0 1 3 3
Risk Premia and Financial Modelling Without Measure Transformation 0 0 0 109 1 1 2 365
Risk premia and financial modelling without measure transformation 0 0 1 61 0 1 3 234
Semiparametric Diffusion Estimation and Application to a Stock Market Index 0 0 0 91 0 1 1 299
Semiparametric diffusion estimation and application to a stock market index 0 0 0 59 2 4 5 287
Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps 0 0 3 448 1 4 26 1,974
Simulation of Diversified Portfolios in a Continuous Financial Market 0 0 2 74 2 3 11 191
Simulation of Diversified Portfolios in a Continuous Financial Market 0 0 1 91 0 0 8 224
Stability of weak numerical schemes for stochastic differential equations 0 0 0 0 0 0 1 1
Stratonovich and Ito Stochastic Taylor Expansions 0 0 2 2 0 0 4 4
Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay 0 0 2 280 0 1 5 810
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations 1 3 4 221 1 4 9 634
Strong approximations of stochastic differential equations with jumps 0 0 0 0 0 1 2 2
Strong discrete time approximation of Stochastic Differential Equations with Time Delay 0 0 0 0 4 7 26 398
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 0 6 22 3 6 32 61
Symmetry Group Methods for Fundamental Solutions and Characteristic Functions 1 1 1 173 1 2 4 515
Symmetry group methods for fundamental solutions 0 0 0 0 0 1 3 3
The Affine Nature of Aggregate Wealth Dynamics 0 0 1 19 1 1 4 69
The History of the Quantitative Methods in Finance Conference Series. 1992-2007 0 0 0 148 0 1 5 351
The Law of Minimal Price 0 0 1 134 0 1 10 485
The Small and Large Time Implied Volatilities in the Minimal Market Model 0 0 0 23 0 0 1 59
The Small and Large Time Implied Volatilities in the Minimal Market Model 0 0 0 20 0 0 3 58
The approximation of multiple stochastic integrals 0 1 2 2 1 2 8 8
The numeraire property and long-term growth optimality for drawdown-constrained investments 0 0 0 16 0 0 4 43
The numéraire property and long-term growth optimality for drawdown-constrained investments 0 0 0 1 0 0 6 11
Three-Benchmarked Risk Minimization for Jump Diffusion Markets 0 0 0 64 0 1 5 153
Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities 0 0 1 107 0 0 6 297
Time Discrete Taylor Approximations for Ito Processes with Jump Component 0 0 1 1 1 2 5 5
Two-Factor Model for Low Interest Rate Regimes 0 0 2 386 0 0 6 1,409
Understanding the Implied Volatility Surface for Options on a Diversified Index 0 1 1 883 2 10 13 3,146
Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index 0 0 0 58 0 0 1 139
Valuation of FX barrier options under stochastic volatility 0 0 0 0 1 1 2 2
Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach 0 0 1 209 1 2 7 640
Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay 0 0 0 168 0 1 4 485
Weak discrete time approximation of stochastic differential equations with time delay 0 1 1 90 3 6 20 584
Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis 1 1 1 15 2 2 3 250
Total Working Papers 23 60 269 18,870 125 313 1,338 68,115


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 0 0 3 183
A Benchmark Approach to Filtering in Finance 0 1 1 37 0 2 6 154
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 5 128
A Discrete Time Benchmark Approach for Insurance and Finance 0 0 0 1 0 1 1 8
A Fair Pricing Approach to Weather Derivatives 0 2 2 133 0 3 6 377
A Hybrid Model for Pricing and Hedging of Long-dated Bonds 0 0 0 3 0 0 2 21
A Structure for General and Specific Market Risk 0 0 0 1 1 1 2 16
A Two-Factor Model for Low Interest Rate Regimes 0 0 1 79 0 0 4 334
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 0 0 3 33
A short term interest rate model 0 0 1 747 0 0 1 2,064
A tractable model for indices approximating the growth optimal portfolio 0 0 0 11 0 1 5 35
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 2 3 4 0 4 7 15
Alternative Defaultable Term Structure Models 0 0 0 1 0 0 1 14
Applications of the balanced method to stochastic differential equations in filtering 0 0 1 2 0 0 2 7
Approximating Large Diversified Portfolios 0 0 0 2 0 0 0 21
Approximation of jump diffusions in finance and economics 0 0 0 59 0 1 4 172
BENCHMARKED RISK MINIMIZATION 0 0 0 3 0 0 1 9
CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH 0 0 0 10 0 0 1 43
CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING 0 0 0 0 0 1 2 2
Consistent pricing and hedging for a modified constant elasticity of variance model 0 0 0 50 0 0 3 162
Credit Derivative Evaluation and CVA Under the Benchmark Approach 0 0 0 7 0 0 4 26
Detecting money market bubbles 0 0 3 5 1 1 12 23
Diversified Portfolios with Jumps in a Benchmark Framework 0 0 1 34 0 1 5 163
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 1 1 4 0 1 1 34
First Order Strong Approximations of Jump Diffusions 0 0 0 2 0 0 2 15
Intraday Empirical Analysis and Modeling of Diversified World Stock Indices 0 0 0 28 0 0 2 141
Local volatility function models under a benchmark approach 0 0 0 123 0 0 2 450
MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX 0 0 0 2 0 0 3 5
Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae 0 0 0 9 0 0 3 85
ON THE ROLE OF THE GROWTH OPTIMAL PORTFOLIO IN FINANCE 0 0 0 82 0 0 4 324
On Feedback Effects from Hedging Derivatives 0 0 0 19 0 0 1 55
On the Distributional Characterization of Daily Log-Returns of a World Stock Index 0 0 0 136 0 1 5 734
On the numerical stability of simulation methods for SDEs under multiplicative noise in finance 0 0 0 3 0 0 1 18
On the semimartingale property of discounted asset-price processes 0 0 0 3 0 0 3 37
On weak implicit and predictor-corrector methods 0 0 1 5 0 0 2 22
Option Pricing Under Incompleteness and Stochastic Volatility 0 0 3 28 0 0 8 67
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 1 7 0 0 2 36
Pricing currency derivatives under the benchmark approach 0 0 0 16 2 2 6 61
Pricing of index options under a minimal market model with log-normal scaling 0 0 0 5 0 0 1 41
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps 0 0 0 0 0 0 0 9
Real-World Pricing for a Modified Constant Elasticity of Variance Model 0 0 0 5 0 0 3 65
Real-world jump-diffusion term structure models 0 1 1 45 0 4 6 142
Recovering the real-world density and liquidity premia from option data 0 0 1 3 0 1 6 13
Recursive marginal quantization of higher-order schemes 1 1 1 1 1 2 4 4
SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS 0 0 0 1 0 0 3 5
Semiparametric diffusion estimation and application to a stock market index 0 0 0 17 2 4 4 113
Simulation studies on time discrete diffusion approximations 0 0 1 6 0 1 7 31
Strong discrete time approximation of stochastic differential equations with time delay 0 1 1 9 0 2 4 33
Subordinated Market Index Models: A Comparison 0 0 0 56 0 0 2 218
THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS 0 0 0 0 0 1 8 11
THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL 0 0 0 0 1 1 2 3
Understanding the Implied Volatility Surface for Options on a Diversified Index 0 0 0 99 0 0 0 458
Weak convergence of semimartingales and discretisation methods 0 0 0 6 0 1 1 27
Weak discrete time approximation of stochastic differential equations with time delay 0 0 0 1 0 0 4 15
Total Journal Articles 1 9 25 2,081 8 37 189 7,584


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 0 0 4 17
A Benchmark Framework for Risk Management 0 0 2 4 0 1 3 16
Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility 0 0 0 0 0 0 1 6
Total Chapters 0 0 2 8 0 1 8 39


Statistics updated 2019-07-03