Browsing Books by Author "Platen, Eckhard"

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Browsing Books by Author "Platen, Eckhard"

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  • Platen, Eckhard; Heath, David (Springer, 2006)
    The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk-neutral pricing theory. It permits a unified treatment of portfolio optimisation, derivative pricing, ...
  • Baldeaux, Jan; Platen, Eckhard (Springer, 2013)
    This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in ...