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X
PLATEN, ECKHARD
198  Ergebnisse:
Personensuche X
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1

Managing the shortfall risk of target date funds by overfun..:

Barone Adesi, Giovanni ; Platen, Eckhard ; Sala, Carlo
Journal of Pension Economics and Finance.  , 2024
Link: https://doi.org/10.1017/..
 
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2

No arbitrage and multiplicative special semimartingales:

Platen, Eckhard ; Tappe, Stefan
Advances in Applied Probability.  55 (2023)  3 - p. 1033-1074 , 2023
Link: https://doi.org/10.1017/..
 
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3

Less-expensive long-term annuities linked to mortality, cas..:

Fergusson, Kevin ; Platen, Eckhard
Annals of Actuarial Science.  17 (2022)  1 - p. 170-207 , 2022
Link: https://doi.org/10.1017/..
 
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4

Calibration to FX triangles of the 4/2 model under the benc..:

Gnoatto, Alessandro ; Grasselli, Martino ; Platen, Eckhard
Decisions in Economics and Finance.  45 (2021)  1 - p. 1-34 , 2021
Link: https://doi.org/10.1007/..
 
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5

No-arbitrage concepts in topological vector lattices:

Platen, Eckhard ; Tappe, Stefan
Positivity.  25 (2021)  5 - p. 1853-1898 , 2021
Link: https://doi.org/10.1007/..
 
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6

DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BE..:

Sun, Jin ; Zhu, Dan ; Platen, Eckhard
ASTIN Bulletin.  51 (2021)  2 - p. 449-474 , 2021
Link: https://doi.org/10.1017/..
 
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7

ON THE EXISTENCE OF SURE PROFITS VIA FLASH STRATEGIES:

FONTANA, CLAUDIO ; PELGER, MARKUS ; PLATEN, ECKHARD
Journal of Applied Probability.  56 (2019)  2 - p. 384-397 , 2019
Link: https://www.jstor.org/st..
 
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8

On the existence of sure profits via flash strategies:

Fontana, Claudio ; Pelger, Markus ; Platen, Eckhard
Journal of Applied Probability.  56 (2019)  2 - p. 384-397 , 2019
Link: https://doi.org/10.1017/..
 
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9

Detecting money market bubbles:

Baldeaux, Jan ; Ignatieva, Katja ; Platen, Eckhard
Journal of Banking & Finance.  87 (2018)  - p. 369-379 , 2018
Link: https://doi.org/10.1016/..
 
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10

Recovering the real-world density and liquidity premia from..:

Barkhagen, Mathias ; Blomvall, Jörgen ; Platen, Eckhard
Quantitative Finance.  16 (2016)  7 - p. 1147-1164 , 2016
Link: https://doi.org/10.1080/..
 
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11

Pricing of long dated equity-linked life insurance contract:

Chan, Leunglung ; Platen, Eckhard
Stochastic Analysis and Applications.  34 (2016)  2 - p. 339-355 , 2016
Link: https://doi.org/10.1080/..
 
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12

Real-World Forward Rate Dynamics With Affine Realizations:

Platen, Eckhard ; Tappe, Stefan
Stochastic Analysis and Applications.  33 (2015)  4 - p. 573-608 , 2015
Link: https://doi.org/10.1080/..
 
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13

Pricing and hedging of long dated variance swaps under a 3/..:

Chan, Leunglung ; Platen, Eckhard
Journal of Computational and Applied Mathematics.  278 (2015)  - p. 181-196 , 2015
Link: https://doi.org/10.1016/..
 
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14

Pricing currency derivatives under the benchmark approach:

Baldeaux, Jan ; Grasselli, Martino ; Platen, Eckhard
Journal of Banking & Finance.  53 (2015)  - p. 34-48 , 2015
Link: https://doi.org/10.1016/..
 
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15

Pricing volatility derivatives under the modified constant ..:

Chan, Leunglung ; Platen, Eckhard
Operations Research Letters.  43 (2015)  4 - p. 419-422 , 2015
Link: https://doi.org/10.1016/..
 
1-15