Eckhard Platen

According to our database, Eckhard Platen authored at least 17 papers between 1999 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2019

On the existence of sure profits via flash strategies.

Claudio Fontana, Markus Pelger, Eckhard Platen

J. Appl. Probab., 2019

2015

Pricing volatility derivatives under the modified constant elasticity of variance model.

Leunglung Chan, Eckhard Platen

Oper. Res. Lett., 2015

Pricing and hedging of long dated variance swaps under a 3/2 volatility model.

Leunglung Chan, Eckhard Platen

J. Comput. Appl. Math., 2015

2013

A reading guide for last passage times with financial applications in view.

Ashkan Nikeghbali, Eckhard Platen

Finance Stochastics, 2013

2012

Processes of Class Sigma, Last Passage Times, and Drawdowns.

Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen

SIAM J. Financial Math., 2012

Estimating the diffusion coefficient function for a diversified world stock index.

Katja Ignatieva, Eckhard Platen

Comput. Stat. Data Anal., 2012

2010

Minimizing the Expected Market Time to Reach a Certain Wealth Level.

Constantinos Kardaras, Eckhard Platen

SIAM J. Financial Math., 2010

2008

A hardware generator of multi-point distributed random numbers for Monte Carlo simulation.

Nicola Bruti Liberati, Filippo Martini, Massimo Piccardi, Eckhard Platen

Math. Comput. Simul., 2008

2006

First Order Strong Approximations of Jump Diffusions.

Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen

Monte Carlo Methods Appl., 2006

2005

A hardware generator for multi-point distributed random variables.

Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi

Proceedings of the International Symposium on Circuits and Systems (ISCAS 2005), 2005

An FPGA generator for multipoint distributed random variables (abstract only).

Nicola Bruti Liberati, Eckhard Platen, Filippo Martini, Massimo Piccardi

Proceedings of the ACM/SIGDA 13th International Symposium on Field Programmable Gate Arrays, 2005

2004

On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance.

Nicola Bruti Liberati, Eckhard Platen

Proceedings of the Computational Science, 2004

2003

A Structure for General and Specific Market Risk.

Eckhard Platen, Gerhard Stahl

Comput. Stat., 2003

2002

Weak discrete time approximation of stochastic differential equations with time delay.

Uwe Küchler, Eckhard Platen

Math. Comput. Simul., 2002

Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps.

Kestutis Kubilius, Eckhard Platen

Monte Carlo Methods Appl., 2002

1999

Applications of the balanced method to stochastic differential equations in filtering.

Paul Fischer, Eckhard Platen

Monte Carlo Methods Appl., 1999

A short term interest rate model.

Eckhard Platen

Finance Stochastics, 1999