A short term interest rate model. - Eckhard Platen (Finance Stochastics, 1999)

Applications of the balanced method to stochastic differential equations in filtering. - Paul Fischer; Eckhard Platen (Monte Carlo Methods Appl., 1999)

Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. - Kestutis Kubilius; Eckhard Platen (Monte Carlo Methods Appl., 2002)

Weak discrete time approximation of stochastic differential equations with time delay. - Uwe Küchler; Eckhard Platen (Math. Comput. Simul., 2002)

A Structure for General and Specific Market Risk. - Eckhard Platen; Gerhard Stahl (Comput. Stat., 2003)

On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance. - Nicola Bruti Liberati; Eckhard Platen (International Conference on Computational Science, 2004)

An FPGA generator for multipoint distributed random variables (abstract only). - Nicola Bruti Liberati; Eckhard Platen; Filippo Martini; Massimo Piccardi (FPGA, 2005)

A hardware generator for multi-point distributed random variables. - Nicola Bruti Liberati; Eckhard Platen; Filippo Martini; Massimo Piccardi (ISCAS (2), 2005)

First Order Strong Approximations of Jump Diffusions. - Nicola Bruti Liberati; Christina Nikitopoulos-Sklibosios; Eckhard Platen (Monte Carlo Methods Appl., 2006)

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)

Minimizing the Expected Market Time to Reach a Certain Wealth Level. - Constantinos Kardaras; Eckhard Platen (SIAM J. Financial Math., 2010)

Estimating the diffusion coefficient function for a diversified world stock index. - Katja Ignatieva; Eckhard Platen (Comput. Stat. Data Anal., 2012)

Processes of Class Sigma, Last Passage Times, and Drawdowns. - Patrick Cheridito; Ashkan Nikeghbali; Eckhard Platen (SIAM J. Financial Math., 2012)

A reading guide for last passage times with financial applications in view. - Ashkan Nikeghbali; Eckhard Platen (Finance Stochastics, 2013)

Pricing and hedging of long dated variance swaps under a 3/2 volatility model. - Leunglung Chan; Eckhard Platen (J. Comput. Appl. Math., 2015)

Pricing volatility derivatives under the modified constant elasticity of variance model. - Leunglung Chan; Eckhard Platen (Oper. Res. Lett., 2015)

On the existence of sure profits via flash strategies. - Claudio Fontana; Markus Pelger; Eckhard Platen (J. Appl. Probab., 2019)