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Your search keyword '"Platen, P."' showing total 11 results

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11 results on '"Platen, P."'

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1. Real-world models for multiple term structures: a unifying HJM framework

2. Benchmark-Neutral Pricing

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3. Exploiting arbitrage requires short selling

4. Existence of equivalent local martingale deflators in semimartingale market models

5. No arbitrage and multiplicative special semimartingales

6. No-arbitrage concepts in topological vector lattices

7. Real-world forward rate dynamics with affine realizations

8. Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity

9. Fast Quantization of Stochastic Volatility Models

10. Recursive Marginal Quantization of Higher-Order Schemes

11. Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts