Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Eckhard Platen

On the Existence of Sure Profits via Flash Strategies

Journal of Applied Probability

English

Alternative Term Structure Models for Reviewing Expectations Puzzles

SSRN Electronic Journal

English

Modelling Co-Movements and Tail Dependency in the International Stock Market via Copulae

Asia-Pacific Financial Markets

English

A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

Mathematical Finance

Applied Mathematics

Social Sciences

English

A Discrete Time Benchmark Approach for Insurance and Finance

English

Axiomatic Principles for a Market Model

Journal of Applied Probability

English

Approximating the Growth Optimal Portfolio With a Diversified World Stock Index

Journal of Risk Finance

English

Empirical Evidence on Student-tLog-Returns of Diversified World Stock Indices

Journal of Statistical Theory and Practice

English

Empirical Behavior of a World Stock Index From Intra-Day to Monthly Time Scales

SSRN Electronic Journal

English

Intraday Empirical Analysis and Modeling of Diversified World Stock Indices

Asia-Pacific Financial Markets

English