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Platen, Eckhard


 SSRN Author Rank: 19,017 by Downloads
 Professor
 

University of Technology, Sydney (UTS) - School of Finance and Economics


 Haymarket
 Sydney, NSW 2007
 Australia
 +61 2 9514 7759 (Phone)
 +61 2 9514 7711 (Fax)
 HOME PAGE: http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=90
 email address
 

University of Technology Sydney (UTS) - Department of Mathematical Sciences


 P.O. Box 123
 Broadway
 Sydney, New South Wales 2007
 Australia
 +61 (02) 9514 2271 (Phone)
 +61 (02) 9514 2248 (Fax)
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. Platen, Eckhard's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,522
Total
Citations
24
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The History of the Quantitative Methods in Finance Conference Series 1992-2007 | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Working Paper No. 207
Number of Pages in PDF File: 113
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
17 Mar 08
564
(29,190)
 

2.  
A Benchmark Approach to Investing and Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
Number of Pages in PDF File: 20
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
09 Nov 12
104
(169,236)
 

3.  
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
10 Nov 12
Last Revised:
15 Sep 13
97
(177,635)
 

4.  
Baldeaux, Jan F.
University of Technology, Sydney
Grasselli, Martino
University of Padova - Department of Mathematics
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
18 Sep 13
Last Revised:
05 Oct 13
83
(196,274)
 

5.  
Simulation of Diversified Portfolios in a Continuous Financial Market | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
Number of Pages in PDF File: 29
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Rendek, Renatak
affiliation not provided to SSRN
Posted:
03 Nov 12
57
(241,703)
 

6.  
A Tractable Model for Indices Approximating the Growth Optimal Portfolio | Show Abstract | Download This Paper | Open PDF in Browser |
Studies in Nonlinear Dynamics and Econometrics, Vol. 18, No. 1, 2014
Number of Pages in PDF File: 27
Baldeaux, Jan F.
University of Technology, Sydney
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
17 Oct 12
Last Revised:
22 Apr 14
52
(252,288)
 

7.  
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Number of Pages in PDF File: 40
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
03 Nov 12
50
(256,766)
1

8.  
A Visual Classification of Local Martingales | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number: 238, Quantitative Finance Research Centre, University of Technology, Sydney
Number of Pages in PDF File: 35
Hulley, Hardy
University of Technology, Sydney (UTS) - Finance Discipline Group
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
15 Nov 12
44
(271,137)
 

9.  
Three-Benchmarked Risk Minimization for Jump Diffusion Markets | Show Abstract | Download This Paper | Open PDF in Browser |
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper No. 296
Number of Pages in PDF File: 31
Du, Ke
University of Technology Sydney (UTS) - School of Finance and Economics
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
04 Nov 12
40
(281,472)
 

10.  
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Semmler, Willi
The New School - Department of Economics
Posted:
08 Oct 09
Last Revised:
07 Dec 09
39
(284,178)
 

11.  
Real World Pricing of Long Term Contracts | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 262
Number of Pages in PDF File: 32
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
09 Nov 12
36
(292,779)
1

12.  
Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number: 250, Quantitative Finance Research Centre, University of Technology, Sydney
Number of Pages in PDF File: 27
Breymann, Wolfgang
affiliation not provided to SSRN
Lüthi, David
affiliation not provided to SSRN
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
09 Nov 12
33
(301,618)
 

13.  
Exact Scenario Simulation for Selected Multi-Dimensional Stochastic Processes | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper No. 259
Number of Pages in PDF File: 29
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Rendek, Renatak
affiliation not provided to SSRN
Posted:
09 Nov 12
33
(301,618)
2

14.  
Estimating the Diffusion Coefficient Function for a Diversified World Stock Index | Show Abstract | Download This Paper | Open PDF in Browser |
Computational Statistic and Data Analysis, Forthcoming
Number of Pages in PDF File: 25
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
06 Oct 12
Last Revised:
22 Apr 14
30
(311,344)
 

15.  
A Hybrid Model for Pricing and Hedging of Long Dated Bonds | Show Abstract | Download This Paper | Open PDF in Browser |
UNSW Business School Research Paper No. 2015ACTL06
Number of Pages in PDF File: 30
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
13 Mar 15
26
(326,196)
 

16.  
Kardaras, Constantinos
Boston University
Obłój, Jan
University of Oxford - Mathematical Institute
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
30 Oct 12
26
(326,196)
 

17.   Incl. Electronic Paper
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
27 Oct 12
Last Revised:
29 Oct 12
24
(334,338)
 

18.  
Alternative Defaultable Term Structure Models | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 242
Number of Pages in PDF File: 33
Bruti-Liberati, Nicola
affiliation not provided to SSRN
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
13 Nov 12
22
(342,882)
 

19.  
A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 263
Number of Pages in PDF File: 12
Hulley, Hardy
University of Technology, Sydney (UTS) - Finance Discipline Group
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
03 Nov 12
22
(342,882)
 

20.  
Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 284
Number of Pages in PDF File: 39
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Rendek, Renatak
affiliation not provided to SSRN
Posted:
03 Nov 12
20
(351,764)
 

21.  
Benchmarked Risk Minimization for Jump Diffusion Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
Number of Pages in PDF File: 31
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Du, Ke
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
29 Oct 12
20
(351,764)
 

22.  
On the Role of the Growth Optimal Portfolio in Finance | Show Abstract | Add to Cart |
Australian Economic Papers, Vol. 44, No. 4, pp. 365-388, December 2005
Number of Pages in PDF File: 24
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
07 Jan 06
19
(356,177)
3

23.  
On Explicit Probability Laws for Classes of Scalar Diffusions | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 246
Number of Pages in PDF File: 30
Craddock, Mark
affiliation not provided to SSRN
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
12 Nov 12
17
(365,022)
 

24.  
Quasi-Exact Approximation of Hidden Markov Chain Filters | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 258
Number of Pages in PDF File: 17
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Rendek, Renatak
affiliation not provided to SSRN
Posted:
09 Nov 12
16
(369,370)
 

25.  
A Benchmark Approach to Finance | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 1, pp. 131-151, January 2006
Number of Pages in PDF File: 21
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
21 Jun 06
15
(373,929)
16

26.  
The Small and Large Time Implied Volatilities in the Minimal Market Model | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
Number of Pages in PDF File: 21
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Guo, Zhi
affiliation not provided to SSRN
Posted:
29 Oct 12
14
(378,637)
 

27.  
Affine Realizations for Levy Driven Interest Rate Models with Real-World Forward Rate Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
Number of Pages in PDF File: 19
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Tappe, Stefan
affiliation not provided to SSRN
Posted:
04 Nov 12
12
(387,965)
 

28.  
Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies | Show Abstract | Download This Paper | Open PDF in Browser |
Research Paper Number: 240, Quantitative Finance Research Centre, University of Technology, Sydney
Number of Pages in PDF File: 11
Kardaras, Constantinos
Boston University
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
14 Nov 12
5
(418,105)
 

29.  
Consistent Market Extensions under the Benchmark Approach | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 19, Issue 1, pp. 41-52, January 2009
Number of Pages in PDF File: 12
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
17 Jan 09
2
(433,074)
 

30.  
Multiplicative Approximation of Wealth Processes Involving No‐Short‐Sales Strategies Via Simple Trading | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 23, Issue 3, pp. 579-590, 2013
Number of Pages in PDF File: 12
Kardaras, Constantinos
Boston University
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
09 Jun 13
0
(452,336)
 

31.  
On the Dybvig‐Ingersoll‐Ross Theorem | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 22, Issue 4, pp. 729-740, 2012
Number of Pages in PDF File: 12
Kardaras, Constantinos
Boston University
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
23 Aug 12
0
(452,336)
1

32.  
A Short Term Interest Rate Model | Show Abstract |
Finance and Stochastics, Vol. 3, Issue 2, 1999
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
19 Feb 99
 


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