Eckhard Platen
Eckhard Platen
Professor of Quantitative Finance, University of Technology Sydney
Verified email at uts.edu.au
TitleCited byYear
Numerical solution of stochastic differential equations
PE Kloeden, E Platen
Springer Science & Business Media, 2013
90172013
Numerical solution of SDE through computer experiments
PE Kloeden, E Platen, H Schurz
Springer Science & Business Media, 2012
9492012
An introduction to numerical methods for stochastic differential equations
E Platen
Acta numerica 8, 197-246, 1999
2591999
Balanced implicit methods for stiff stochastic systems
GN Milstein, E Platen, H Schurz
SIAM Journal on Numerical Analysis 35 (3), 1010-1019, 1998
2501998
Option pricing under incompleteness and stochastic volatility
N Hofmann, E Platen, M Schweizer
Mathematical Finance 2 (3), 153-187, 1992
1951992
On feedback effects from hedging derivatives
E Platen, M Schweizer
Mathematical Finance 8 (1), 67-84, 1998
1881998
On feedback effects from hedging derivatives
E Platen, M Schweizer
Mathematical Finance 8 (1), 67-84, 1998
1881998
The Kelly capital growth investment criterion: Theory and practice
LC MacLean, EO Thorp, WT Ziemba
world scientific, 2011
1782011
Strong discrete time approximation of stochastic differential equations with time delay
U Küchler, E Platen
Mathematics and Computers in Simulation 54 (1-3), 189-205, 2000
1632000
A comparison of two quadratic approaches to hedging in incomplete markets
D Heath, E Platen, M Schweizer
Mathematical Finance 11 (4), 385-413, 2001
1612001
Arbitrage in continuous complete markets
E Platen
Advances in Applied Probability 34 (3), 540-558, 2002
1532002
Higher-order implicit strong numerical schemes for stochastic differential equations
PE Kloeden, E Platen
Journal of statistical physics 66 (1-2), 283-314, 1992
1421992
Higher-order implicit strong numerical schemes for stochastic differential equations
PE Kloeden, E Platen
Journal of statistical physics 66 (1-2), 283-314, 1992
1421992
On a Taylor formula for a class of Ito processes
W Wagner
Proba. and Math. Statist. 3, 37-51, 1982
1371982
On a Taylor formula for a class of Ito processes
W Wagner
Proba. and Math. Statist. 3, 37-51, 1982
1371982
An approximation method for a class of Ito processes
E Platen
Lith. Math. J. 21, 121-133, 1981
131*1981
An approximation method for a class of Ito processes
E Platen
Lith. Math. J. 21, 121-133, 1981
131*1981
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1202006
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1202006
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1202006
The system can't perform the operation now. Try again later.
Articles 1–20