Platen, Eckhard, 1949-....
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Platen, Eckhard.
Platen, E.
Eckhard Platen
Platen, E. (Eckhard)
VIAF ID: 14856115 (Personal)
Permalink: http://viaf.org/viaf/14856115
Preferred Forms
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100 0 _
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Eckhard Platen
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Platen
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Eckhard
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200 _ 1 ‡a Platen ‡b Eckhard ‡f 1949-
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100 1 _ ‡a Platen, E. (sparse)
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100 1 _ ‡a Platen, E.
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100 1 _ ‡a Platen, E. ‡q (Eckhard) (sparse)
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100 1 0
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Platen, Eckhard
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100 1 _ ‡a Platen, Eckhard
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100 1 _
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Platen, Eckhard
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100 1 _ ‡a Platen, Eckhard
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100 1 _ ‡a Platen, Eckhard
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100 1 _ ‡a Platen, Eckhard
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100 1 _ ‡a Platen, Eckhard (sparse)
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Platen, Eckhard
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1949-
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100 1 _
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Platen, Eckhard
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Platen, Eckhard
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100 1 _ ‡a Platen, Eckhard, ‡d 1949-
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Platen, Eckhard,
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100 1 _ ‡a Platen, Eckhard.
4xx's: Alternate Name Forms (8)
5xx's: Related Names (4)
- 510 2 _
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Australian National University
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affi
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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Centre for Actuarial Research
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affi
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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Institut für Angewandte Analysis und Stochastik
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affi
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
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University of Technology, Sydney
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affi
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https://d-nb.info/standards/elementset/gnd#affiliation
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Affiliation
Works
| Title | Sources |
|---|---|
| About mixed multiple Wiener integrals |
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| approach to bond pricing |
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| approximation method for a class of Itô processes with jump component |
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| Balanced implicit methods for stiff stochastic systems an introduction and numerical experiments |
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| Beiträge zur zeitdiskreten Approximation von Itôprozessen |
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| Benchmark approach to quantitative finance |
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| Contemporary Quantitative Finance Essays in Honour of Eckhard Platen |
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| Estimation for discretely observed diffusions using transform functions |
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| Etude des taux d'intérêt long terme : analyse stochastique des processus ponctuels déterminantaux |
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| Functionals of multidimensional diffusions with applications to finance |
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| Higher order weak approximation of Ito-diffusions by Markov chains |
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| law of large numbers for wide range exclusion processes in random media |
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| Long term interest rates and market numeraire: a financial point of view Stochastic analysis of determinantal point processes. |
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| minimal financial market model |
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| No-arbitrage concepts in topological vector lattices |
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| Numerical solution of SDE through computer experiments |
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| Numerical solution of stochastic differential equations |
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| On bond price dynamics |
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| On hopping transport equations for semiconductors |
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| On smile and skewness |
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| Option pricing under incompleteness and stochastic volatility |
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| Pricing via anticipative stochastic calculus |
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| Proceedings of the 1st Workshop on Stochastic Numerics [September 7 - 12, 1992 in Gosen (near Berlin)] |
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| Rate of convergence of the Euler approximation for diffusion processes |
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| Relations between multiple Ito and Stratonovich integrals |
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| Risk premia and financial modelling without measure transformation |
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| Semiparametric Diffusion Estimation and Application to a Stock Market Index |
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| Sequentielle Rangauswahlprobleme |
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| Simulation studies on time discrete diffusion approximations |
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| stochastic approach to electronic charge transport in ordered and disordered semiconducting materials |
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| Stochastische Beschreibung der Nichtgleichgewichtsdynamik des Ladungstransportes in polymeren Isolatoren |
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| Stratonovich and Itô stochastic Taylor expansions |
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| Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis |
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| Weak convergence of approximations of Itô integral equations |
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| Weak convergence of semimartingales and discretisation methods |
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| Workshop on stochastics and finance, Canberra, 23-25 February, 1995 |
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