The following pages link to Eckhard Platen (Q354199):
Displayed 50 items.
- \(A\)-stability and stochastic mean-square stability (Q1577729) (← links)
- (Q1596870) (redirect page) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series (Q1603217) (← links)
- Weak discrete time approximation of stochastic differential equations with time delay (Q1614044) (← links)
- Symmetry group methods for fundamental solutions (Q1765193) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Numerical simulation of stochastic PDEs for excitable media (Q1765486) (← links)
- Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
- Almost sure convergence of the numerical discretization of stochastic jump diffusions (Q1840680) (← links)
- On solving elliptic stochastic partial differential equations (Q1870966) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- Convergence of the Euler scheme for stochastic functional partial differential equations (Q1883553) (← links)
- Study of a Brownian impulse. (Q1884827) (← links)
- On weak implicit and predictor-corrector methods (Q1897658) (← links)
- Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
- Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198) (← links)
- Approximation schemes for Itô-Volterra stochastic equations (Q1908576) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Hedging for the long run (Q1938979) (← links)
- Functionals of multidimensional diffusions with applications to finance (Q1956383) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- Quantization methods for stochastic differential equations (Q2080137) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Convergence of numerical solutions to stochastic delay differential equations with jumps (Q2369121) (← links)
- A probabilistic method for numerical solution of quasi-linear parabolic equations (Q2383720) (← links)
- A Newton-Cotes method for quantum stochastic differential equations (Q2383768) (← links)
- Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes (Q2388708) (← links)
- Rough path integral of local time (Q2427228) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- Averaging method and two-sided bounded solutions of Itô stochastic systems (Q2459742) (← links)
- Classical and variational differentiability of BSDEs with quadratic growth (Q2462017) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise (Q2472656) (← links)
- A hardware generator of multi-point distributed random numbers for Monte Carlo simulation (Q2479439) (← links)
- The stochastic obstacle problem for the harmonic oscillator with damping (Q2493039) (← links)
- Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691) (← links)
- The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
- A benchmark approach to quantitative finance (Q2509124) (← links)
- The local linearization method for numerical integration of random differential equations (Q2568632) (← links)
- Numerical analysis for stochastic age-dependent population equations (Q2572339) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)