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Items where Author is "Platen, Eckhard"

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Number of items: 5.

Article

Kardaras, Constantinos ORCID: 0000-0001-6903-4506, Obłój, Jan and Platen, Eckhard (2017) The numéraire property and long-term growth optimality for drawdown-constrained investments. Mathematical Finance, 27 (1). pp. 68-95. ISSN 0960-1627

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2013) Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading. Mathematical Finance, 23 (3). pp. 579-590. ISSN 0960-1627

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2012) On the Dybvig-Ingersoll-Ross theorem. Mathematical Finance, 22 (4). pp. 729-740. ISSN 0960-1627

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2011) On the semimartingale property of discounted asset-price processes. Stochastic Processes and Their Applications, 121 (11). pp. 2678-2691. ISSN 0304-4149

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2010) Minimizing the expected market time to reach a certain wealth level. SIAM Journal on Financial Mathematics, 1 (1). pp. 16-29. ISSN 1945-497X

This list was generated on Tue Oct 15 15:58:07 2024 BST.