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~person:"Platen, Eckhard"
~subject:"Martingale"
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Martingale
Portfolio selection
91
Portfolio-Management
91
Theorie
54
Theory
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28
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18
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14
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benchmark approach
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Platen, Eckhard
Schweizer, Martin
7
Choulli, Tahir
6
Kardaras, Constantinos
6
Nutz, Marcel
5
Deng, Jun
4
Jeanblanc, Monique
4
Kallsen, Jan
4
Larsen, Kasper
4
Seifried, Frank Thomas
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Becherer, Dirk
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Kabanov, Jurij M.
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Žitković, Gordan
3
Aksamit, Anna
2
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2
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2
Bender, Christian
2
Biagini, Francesca
2
Carassus, Laurence
2
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2
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2
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2
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2
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2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
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ECONIS (ZBW)
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1
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
2
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
Saved in:
3
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
-optimal
performance
of the growth-optimal portfolio for any wealth level, that also result in its asymptotic optimality for increasing …
Persistent link: https://www.econbiz.de/10003857129
Saved in:
4
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857179
Saved in:
5
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
6
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
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