The following pages link to Eckhard Platen (Q354199):
Displaying 50 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- (Q675799) (redirect page) (← links)
- Donsker's delta functions and approximation of heat kernels by the time discretization methods (Q675800) (← links)
- Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations (Q678212) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
- Almost sure convergence of the finite element approximations for the random Sturm-Liouville boundary value problem (Q751230) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- Exponential stability of numerical solutions to stochastic age-dependent population equations (Q864753) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Numerical solution of stochastic differential equations with jumps in finance (Q983262) (← links)
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Subordinated market index models: A comparison (Q1000425) (← links)
- Weak convergence of semimartingales and discretisation methods (Q1069555) (← links)
- Simulation studies on time discrete diffusion approximations (Q1095628) (← links)
- Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\) (Q1099503) (← links)
- Approximating the solutions of random Fredholm integral equations (Q1102625) (← links)
- Digital modelling methods for stochastic differential equations when absorbing boundaries are present (Q1119269) (← links)
- A law of large numbers for wide range eclusion processes in random media (Q1120918) (← links)
- Approximation and numerical treatment of an autoregressive equation with stochastic coefficients (Q1121667) (← links)
- Monte Carlo simulation of nonlinear diffusion processes (Q1185114) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- Multi-grid methods for steady state diffusion in random media (Q1261363) (← links)
- Approximation of stochastic differential equations with modified fractional Brownian motion (Q1267977) (← links)
- A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection (Q1282252) (← links)
- A short term interest rate model (Q1297923) (← links)
- Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits (Q1298671) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II (Q1300248) (← links)
- Transformations of index set for Skorokhod integral with respect to Gaussian processes (Q1307617) (← links)
- Numerical solution of SDE through computer experiments. Including floppy disk (Q1313407) (← links)
- Some issues in discrete approximate solution for stochastic differential equations (Q1339295) (← links)
- The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
- Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise (Q1376530) (← links)
- Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
- Weak convergence of a numerical method for a stochastic heat equation (Q1397990) (← links)
- On solutions to Itô stochastic differential equations (Q1408412) (← links)
- Sparse finite elements for stochastic elliptic problems --- higher order moments (Q1412058) (← links)
- Modelling the stochastic dynamics of volatility for equity indices (Q1415625) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Solving Dirichlet problems numerically using the Feynman-Kac representation (Q1431660) (← links)
- Linear stochastic differential equations with functional boundary conditions. (Q1433893) (← links)
- Stochastic methods for ill-posed problems (Q1577715) (← links)
