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Browsing by Author Platen, Eckhard

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Showing results 1 to 5 of 5

Axiomatic principles for a market model

Author(s)Platen, Eckhard
TypeJournal article
Date Published1999
Date Created-

Currency Derivatives Under a Minimal Market with Random Scaling

Author(s)Heath, David; Platen, Eckhard
TypeJournal article
Date Published2005
Date Created-

Option pricing for a logstable asset price model

Author(s)Hurst, Stephanie; Platen, Eckhard; Racherla, Deepti
TypeJournal article
Date Published1999
Date Created-

Pricing of index options under a minimal market model with log-normal scaling

Author(s)Heath, David; Platen, Eckhard
TypeJournal article
Date Published2003
Date Created-

Understanding the Implied Volatility Surface for Options on a Diversified Index

Author(s)Heath, David; Platen, Eckhard
TypeJournal article
Date Published2004
Date Created-
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