Eckhard Platen : Citation Profile


Are you Eckhard Platen?

University of Technology Sydney (50% share)
University of Technology Sydney (50% share)

15

H index

23

i10 index

1007

Citations

RESEARCH PRODUCTION:

63

Articles

182

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1985 - 2019). See details.
   Cites by year: 29
   Journals where Eckhard Platen has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 148 (12.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl10
   Updated: 2020-01-25    RAS profile: 2020-01-21    
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Relations with other researchers


Works with:

McWalter, Thomas (4)

Gnoatto, Alessandro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eckhard Platen.

Is cited by:

Fabozzi, Frank (11)

Cretarola, Alessandra (11)

Gnoatto, Alessandro (10)

Gatfaoui, Hayette (6)

Härdle, Wolfgang (5)

Stein, Jerome (5)

Climent-Hernández, José (5)

Hamisultane, Helene (5)

Hurn, Stan (4)

Jarrow, Robert (4)

Cartea, Álvaro (4)

Cites to:

merton, robert (39)

Scholes, Myron (22)

Hulley, Hardy (16)

Jarrow, Robert (15)

Bruti-Liberati, Nicola (15)

Markowitz, Harry (13)

Kreps, David (13)

Duffie, Darrell (11)

Nikitopoulos-Sklibosios, Christina (11)

DA FONSECA, José (9)

Fama, Eugene (8)

Main data


Where Eckhard Platen has published?


Journals with more than one article published# docs
Asia-Pacific Financial Markets11
Quantitative Finance10
Mathematical Finance8
International Journal of Theoretical and Applied Finance (IJTAF)7
Mathematics and Computers in Simulation (MATCOM)5
Stochastic Processes and their Applications3
Monte Carlo Methods and Applications3
Applied Mathematical Finance3
Finance and Stochastics2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney123
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney29
Papers / arXiv.org21
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes8

Recent works citing Eckhard Platen (2019 and 2018)


YearTitle of citing document
2018Edgeworth expansion for Euler approximation of continuous diffusion processes. (2018). Veliyev, Bezirgen ; Yoshida, Nakahiro ; Podolskij, Mark. In: CREATES Research Papers. RePEc:aah:create:2018-28.

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2018Structure conditions under progressively added information. (2018). Deng, Jun ; Choulli, Tahir. In: Papers. RePEc:arx:papers:1403.3459.

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2019The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates. (2016). Gnoatto, Alessandro ; Hartel, Maximilian ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1507.00208.

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2018A String Model of Liquidity in Financial Markets. (2018). Schellhorn, Henry ; Zhao, Ran . In: Papers. RePEc:arx:papers:1608.05900.

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2018Optimal investment problem with M-CEV model: closed form solution and applications to the algorithmic trading. (2018). Muravey, Dmitry . In: Papers. RePEc:arx:papers:1703.01574.

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2019Quantization goes Polynomial. (2017). Pallavicini, Andrea ; Fiorin, Lucio ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1710.11435.

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2019Option Pricing with Orthogonal Polynomial Expansions. (2019). Filipovic, Damir ; Ackerer, Damien. In: Papers. RePEc:arx:papers:1711.09193.

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2019Characterisation of honest times and optional semimartingales of class-($\Sigma$). (2019). Li, Libo. In: Papers. RePEc:arx:papers:1801.03873.

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2019Extended Reduced-Form Framework for Non-Life Insurance. (2018). Zhang, Yinglin ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1802.07741.

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2018The value of informational arbitrage. (2018). Fontana, Claudio ; Cosso, Andrea ; Chau, Huy N. In: Papers. RePEc:arx:papers:1804.00442.

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2018Optimal Investment, Demand and Arbitrage under Price Impact. (2018). Anthropelos, Michail ; Spiliopoulos, Konstantinos ; Robertson, Scott. In: Papers. RePEc:arx:papers:1804.09151.

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2018Nonparametric Bayesian volatility learning under microstructure noise. (2018). Gugushvili, Shota ; Spreij, Peter ; Schauer, Moritz ; van der Meulen, Frank . In: Papers. RePEc:arx:papers:1805.05606.

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2019Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns. (2019). Kocarev, Ljupco ; Utkovski, Zoran ; Stojkoski, Viktor ; Basnarkov, Lasko. In: Papers. RePEc:arx:papers:1807.01756.

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2019No Arbitrage in Continuous Financial Markets. (2019). Criens, David. In: Papers. RePEc:arx:papers:1809.09588.

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2019Term structure modeling for multiple curves with stochastic discontinuities. (2019). Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1810.09882.

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2019Survival investment strategies in a continuous-time market model with competition. (2019). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:1811.12491.

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2018Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning. (2018). al Quaderi, Golam Dastegir ; Alam, Tanisha Nourin ; M. R. C. Mahdy, ; Chowdhury, Reaz. In: Papers. RePEc:arx:papers:1812.10619.

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2019Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists. (2019). Baruník, Jozef ; Vecer, Jan ; Chen, Cathy Yi-Hsuan ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1906.00059.

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2019Affine realizations with affine state processes for stochastic partial differential equations. (2019). Tappe, Stefan. In: Papers. RePEc:arx:papers:1907.00336.

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2019Multiple Subordinated Modeling of Asset Returns. (2019). Fabozzi, Frank ; Rachev, Svetlozar T ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1907.12600.

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2019Relatively growth optimal investment strategies in a market model with competition. (2019). Zhitlukhin, Mikhail ; Drokin, Yaroslav. In: Papers. RePEc:arx:papers:1908.01171.

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2019Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance. (2019). Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1908.03946.

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2019Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation. (2019). Fabozzi, Frank J ; Rache, Svetlozar T ; Hu, Yuan. In: Papers. RePEc:arx:papers:1908.05419.

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2019A multi-factor polynomial framework for long-term electricity forwards with delivery period. (2019). Regez, Markus ; Larsson, Martin ; Komaric, Vlatka ; Kleisinger-Yu, XI. In: Papers. RePEc:arx:papers:1908.08954.

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2019Mixed Levy Subordinated Market Model and Implied Probability Weighting Function. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Hu, Yuan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1910.05902.

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2019Superhedging prices of European and American options in a non-linear incomplete market with default. (2019). Sulem, Agns ; Quenez, Marie-Claire ; Grigorova, Miryana. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:607.

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2019Intrinsic Gaussian processes on complex constrained domains. (2019). Dunson, David ; Lawrence, Neil ; Dai, Zhenwen ; Lin, Lizhen ; Cheung, Pokman ; Niu, MU. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:81:y:2019:i:3:p:603-627.

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2017THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL. (2017). Grasselli, Martino. In: Mathematical Finance. RePEc:bla:mathfi:v:27:y:2017:i:4:p:1013-1034.

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2018A note on the long rate in factor models of the term structure. (2018). de Kort, Jan. In: Mathematical Finance. RePEc:bla:mathfi:v:28:y:2018:i:2:p:656-667.

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2018Small†cost asymptotics for long†term growth rates in incomplete markets. (2018). Seifried, Frank Thomas ; Melnyk, Yaroslav . In: Mathematical Finance. RePEc:bla:mathfi:v:28:y:2018:i:2:p:668-711.

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2019Financial models with defaultable numéraires. (2019). Ruf, Johannes ; Pulido, Sergio ; Fisher, Travis . In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:1:p:117-136.

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2019Affine multiple yield curve models. (2019). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa. In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:2:p:568-611.

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2018Pricing barrier options in the Heston model using the Heath–Platen estimator. (2018). Sema, Coskun ; Ralf, Korn. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:24:y:2018:i:1:p:29-41:n:4.

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2018On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters. (2018). Abdul, Khaliq ; Viktor, Reshniak ; Zane, Colgin ; Harold, Lay. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:24:y:2018:i:4:p:309-321:n:3.

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2018Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR. (2018). Schweizer, Martin ; Balint, Daniel Agoston. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1823.

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2018Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems. (2018). Rathinasamy, Anandaraman ; Nair, Priya. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:332:y:2018:i:c:p:276-303.

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2018Generalized two-step Maruyama methods for stochastic differential equations. (2018). Ren, Quanwei ; Tian, Hongjiong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:332:y:2018:i:c:p:48-57.

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2018Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises. (2018). Yang, XU ; Zhao, Weidong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:332:y:2018:i:c:p:58-75.

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2018Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. (2018). Yao, Jinran ; Gan, Siqing. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:339:y:2018:i:c:p:294-301.

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2019A family of Chaplygin-type solvers for Itô stochastic differential equations. (2019). Soheili, Ali R ; Soleymani, Fazlollah ; Amini, Mohammad. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:340:y:2019:i:c:p:296-304.

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2019Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay. (2019). Ma, Shufang ; Liang, Hui ; Gao, Jianfang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:348:y:2019:i:c:p:385-398.

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2019A positivity preserving numerical method for stochastic R&D model. (2019). Zhang, Qimin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:351:y:2019:i:c:p:193-203.

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2019Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with poisson jumps. (2019). Zhang, Qimin ; Li, Qiang ; Kang, Ting. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:353:y:2019:i:c:p:166-177.

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2018Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates. (2018). Kang, Boda ; Ziveyi, Jonathan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:43-56.

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2019Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions. (2019). Kim, So-Yeun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:145-157.

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2019Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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2018Stratified regression-based variance reduction approach for weak approximation schemes. (2018). Belomestny, D ; Hafner, S ; Urusov, M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:143:y:2018:i:c:p:125-137.

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2019On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. (2019). Taguchi, Dai ; Ngo, Hoang-Long. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:161:y:2019:i:c:p:102-112.

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2019Is Bitcoin a bubble?. (2019). Laurini, Márcio ; Chaim, Pedro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:222-232.

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2017Change of measure up to a random time: Details. (2017). Kreher, Dorte . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:5:p:1565-1598.

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2017On future drawdowns of Lévy processes. (2017). Baurdoux, E J ; Pistorius, M R ; Palmowski, Z. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:8:p:2679-2698.

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2018General dynamic term structures under default risk. (2018). Fontana, Claudio ; Schmidt, Thorsten. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:10:p:3353-3386.

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2019No-arbitrage under additional information for thin semimartingale models. (2019). Jeanblanc, Monique ; Deng, Jun ; Choulli, Tahir ; Aksamit, Anna. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3080-3115.

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2017Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion. (2017). Schachermayer, Walter ; Czichowsky, Christoph. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:67689.

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2018Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Yang, Junjian ; Schachermayer, Walter ; Peyre, Remi ; Czichowsky, Christoph Johannes. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85230.

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2018Mondo reale-tradizionale e mondo digitale, strategie aziendali e web intelligence: il futuro del controllo e della gestione delle informazioni. (2018). Capurro, Rosita ; Garzella, Stefano ; Galeotti, Michele. In: MANAGEMENT CONTROL. RePEc:fan:macoma:v:html10.3280/maco2018-su2005.

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2018The Impact of Management Fees on the Pricing of Variable Annuity Guarantees. (2018). Sun, Jin ; Fung, Man Chung ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:103-:d:170856.

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2019Financial Models with Defaultable Numéraires. (2019). Ruf, Johannes ; Pulido, Sergio ; Fisher, Travis. In: Post-Print. RePEc:hal:journl:hal-01240736.

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2018Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Schachermayer, Walter ; Peyre, Remi ; Czichowsky, Christoph ; Yang, Junjian. In: Post-Print. RePEc:hal:journl:hal-02373296.

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2018Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve Modeling. (2018). Mrad, Mohamed ; Hillairet, Caroline ; el Karoui, Nicole. In: Working Papers. RePEc:hal:wpaper:hal-01721441.

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2019New Weak Error bounds and expansions for Optimal Quantization. (2019). Pages, Gilles ; Montes, Thibaut ; Lemaire, Vincent. In: Working Papers. RePEc:hal:wpaper:hal-02361644.

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2018Transnational Corporations and Business Networks in ASEAN: Building Partnership in the Asia– Pacific Region. (2018). Jankowiak, Anna H. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:1:p:230-244.

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2017Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175.

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2018Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models. (2018). Bianchi, Michele Leonardo ; Fabozzi, Frank J ; Rachev, Svetlozar T. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9599-7.

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2019Quanto Option Pricing with Lévy Models. (2019). Park, Jiho ; Fabozzi, Frank J ; Kim, Young S ; Fallahgoul, Hasan A. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-018-9807-8.

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2019Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility Dynamics. (2019). Zhu, Shunwei ; Wang, BO. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9815-8.

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2019Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach. (2019). Semmler, Willi ; Chappe, Raphaele. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9870-1.

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2019Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems. (2019). Schenk-Hoppé, Klaus ; Evstigneev, I V ; Babaei, E. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1902.

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2019Money and Modernization in Early Modern England. (2019). Palma, Nuno ; Schenk-Hoppe, K R ; Evstigneev, I V ; Babaei, E. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1903.

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2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases. (2018). Yeap, Claudia ; Boris, S T ; Kwok, Simon S. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:3:p:425-460..

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2018Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles). (2018). Feldman, David ; Xu, Xin. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-1972-8.

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2019Quantization meets Fourier: a new technology for pricing options. (2019). Grasselli, Martino ; Fiorin, Lucio ; Callegaro, Giorgia. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3048-z.

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2018No-arbitrage under a class of honest times. (2018). Aksamit, Anna ; Jeanblanc, Monique ; Deng, Jun ; Choulli, Tahir. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0345-3.

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2018Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Czichowsky, Christoph ; Yang, Junjian ; Schachermayer, Walter ; Peyre, Remi. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0351-5.

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2018Dynamically consistent investment under model uncertainty: the robust forward criteria. (2018). Kallblad, Sigrid ; Zariphopoulou, Thaleia ; Oboj, Jan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:4:d:10.1007_s00780-018-0368-4.

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2018Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management. (2018). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Applied Mathematical Finance. RePEc:taf:apmtfi:v:25:y:2018:i:3:p:268-294.

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2018Learning minimum variance discrete hedging directly from the market. (2018). Nian, KE ; Li, Yuying ; Coleman, Thomas F. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:7:p:1115-1128.

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2018Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure. (2018). Fergusson, Kevin John. In: PhD Thesis. RePEc:uts:finphd:3-2018.

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2018Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure. (2018). Fergusson, Kevin John. In: PhD Thesis. RePEc:uts:finphd:40.

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2019Weak Tail Conditions for Local Martingales. (2019). Ruf, Johannes ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2019-2.

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2019Benchmarked Risk Minimizing Hedging Strategies for Life Insurance Policies. (2019). Rendek, Renata ; Platen, Eckhard. In: Research Paper Series. RePEc:uts:rpaper:398.

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2019Pricing variance swaps under the Hawkes jump‐diffusion process. (2019). Zhu, Songping ; Liu, Weiyi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:635-655.

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2017ASYMPTOTICS OF BOND YIELDS AND VOLATILITIES FOR EXTENDED VASICEK MODELS UNDER THE REAL-WORLD MEASURE. (2017). Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500051.

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2017COHERENT FOREIGN EXCHANGE MARKET MODELS. (2017). Gnoatto, Alessandro. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500078.

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2018DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS. (2018). Criens, David. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:01:n:s0219024918500024.

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2018LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS. (2018). Brody, Dorje C ; Meier, David M ; Hughston, Lane P. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:03:n:s0219024918500267.

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2018Stochastic Drawdowns. (2018). Zhang, Hongzhong. In: World Scientific Books. RePEc:wsi:wsbook:10078.

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Works by Eckhard Platen:


YearTitleTypeCited
2009On the semimartingale property of discounted asset-price processes In: Papers.
[Full Text][Citation analysis]
paper21
2011On the semimartingale property of discounted asset-price processes.(2011) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2008On honest times in financial modeling In: Papers.
[Full Text][Citation analysis]
paper2
2008On Honest Times in Financial Modeling.(2008) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading In: Papers.
[Full Text][Citation analysis]
paper4
2008Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies.(2008) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010On the Dybvig-Ingersoll-Ross Theorem In: Papers.
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paper7
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