Eckhard Platen
Eckhard Platen
Professor of Quantitative Finance, University of Technology Sydney
Verified email at uts.edu.au
Title
Cited by
Cited by
Year
Numerical solution of stochastic differential equations
PE Kloeden, E Platen
Springer Science & Business Media, 2013
98982013
Numerical solution of SDE through computer experiments
PE Kloeden, E Platen, H Schurz
Springer Science & Business Media, 2012
10512012
An introduction to numerical methods for stochastic differential equations
E Platen
Acta numerica 8, 197-246, 1999
2931999
Balanced implicit methods for stiff stochastic systems
GN Milstein, E Platen, H Schurz
SIAM Journal on Numerical Analysis 35 (3), 1010-1019, 1998
2631998
The Kelly capital growth investment criterion: Theory and practice
LC MacLean, EO Thorp, WT Ziemba
world scientific, 2011
2082011
Option pricing under incompleteness and stochastic volatility
N Hofmann, E Platen, M Schweizer
Mathematical Finance 2 (3), 153-187, 1992
2001992
On feedback effects from hedging derivatives
E Platen, M Schweizer
Mathematical Finance 8 (1), 67-84, 1998
1961998
On feedback effects from hedging derivatives
E Platen, M Schweizer
Mathematical Finance 8 (1), 67-84, 1998
1961998
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
1782000
A comparison of two quadratic approaches to hedging in incomplete markets
D Heath, E Platen, M Schweizer
Mathematical finance 11 (4), 385-413, 2001
1662001
On a Taylor formula for a class of Ito processes
W Wagner
Proba. and Math. Statist. 3, 37-51, 1982
1591982
On a Taylor formula for a class of Ito processes
W Wagner
Proba. and Math. Statist. 3, 37-51, 1982
1591982
Higher-order implicit strong numerical schemes for stochastic differential equations
PE Kloeden, E Platen
Journal of statistical physics 66 (1-2), 283-314, 1992
1581992
Higher-order implicit strong numerical schemes for stochastic differential equations
PE Kloeden, E Platen
Journal of statistical physics 66 (1-2), 283-314, 1992
1581992
Arbitrage in continuous complete markets
E Platen
Advances in Applied Probability, 540-558, 2002
1552002
An approximation method for a class of Itô processes
E Platen
Lith. Math. J. 21, 121-133, 1981
134*1981
An approximation method for a class of Itô processes
E Platen
Lith. Math. J. 21, 121-133, 1981
134*1981
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1282006
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1282006
A benchmark approach to finance
E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1282006
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