Eckhard Platen

18 papers A 1Misc 1Journal 15Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Information-Theoretic Approach to Financial Market Modelling.
CoRR
Eckhard Platen
2019 J jnl
On the existence of sure profits via flash strategies.
J. Appl. Probab.
Claudio Fontana, Markus Pelger, Eckhard Platen
2015 J jnl
Pricing and hedging of long dated variance swaps under a 3/2 volatility model.
J. Comput. Appl. Math.
Leunglung Chan, Eckhard Platen
2015 J jnl
Pricing volatility derivatives under the modified constant elasticity of variance model.
Oper. Res. Lett.
Leunglung Chan, Eckhard Platen
2013 J jnl
A reading guide for last passage times with financial applications in view.
Finance Stochastics
Ashkan Nikeghbali, Eckhard Platen
2012 J jnl
Estimating the diffusion coefficient function for a diversified world stock index.
Comput. Stat. Data Anal.
Katja Ignatieva, Eckhard Platen
2012 J jnl
Processes of Class Sigma, Last Passage Times, and Drawdowns.
SIAM J. Financial Math.
Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen
2010 J jnl
Minimizing the Expected Market Time to Reach a Certain Wealth Level.
SIAM J. Financial Math.
Constantinos Kardaras, Eckhard Platen
2008 J jnl
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation.
Math. Comput. Simul.
Nicola Bruti Liberati, Filippo Martini, Massimo Piccardi, Eckhard Platen
2006 J jnl
First Order Strong Approximations of Jump Diffusions.
Monte Carlo Methods Appl.
Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen
2005 — conf
A hardware generator for multi-point distributed random variables.
ISCAS (2)
Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi
2005 A conf
An FPGA generator for multipoint distributed random variables (abstract only).
FPGA
Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi
2004 Misc conf
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance.
International Conference on Computational Science
Nicola Bruti Liberati, Eckhard Platen
2003 J jnl
A Structure for General and Specific Market Risk.
Comput. Stat.
Eckhard Platen, Gerhard Stahl
2002 J jnl
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps.
Monte Carlo Methods Appl.
Kestutis Kubilius, Eckhard Platen
2002 J jnl
Weak discrete time approximation of stochastic differential equations with time delay.
Math. Comput. Simul.
Uwe Küchler, Eckhard Platen
1999 J jnl
A short term interest rate model.
Finance Stochastics
Eckhard Platen
1999 J jnl
Applications of the balanced method to stochastic differential equations in filtering.
Monte Carlo Methods Appl.
Paul Fischer, Eckhard Platen