Eckhard Platen

Finance · 1992–2010

A researcher in the Science corpus: 13 papers; trusts 21 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #1,040 of 10,518 by trust here, #1,777 by citations
• Economics and Econometrics — 11 citations into it; #5,456 of 23,481 by trust here, #9,444 by citations
• Demography — 9 citations into it; #2,276 of 4,236 by trust here, #3,993 by citations
• Management Science and Operations Research — 8 citations into it; #3,812 of 11,946 by trust here, #6,563 by citations

Whom Eckhard Platen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Thomas Goll
2. D. Heath
3. K. Fergusson
4. Jan Kallsen
5. Dilip B Madan 5
6. Peter E. Kloeden
7. Lars Peter Hansen
8. Bjørn Eraker
9. Paul Doukhan
10. Helyette Geman

Who trusts Eckhard Platen overall

1. K. Fergusson
2. Renata Rendek
3. Soumik Pal
4. Mikhail Chernov
5. D. Heath
6. Alexandra Dias
7. Xudong Zeng
8. Philip Protter
9. Fred Espen Benth
10. Peter E. Kloeden

Papers from Eckhard Platen's perspective

Ordered by how strongly the researchers Eckhard Platen trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Brownian Motion and Stochastic Calculus
3. A BENCHMARK APPROACH TO FINANCE
4. The Variance Gamma (V.G.) Model for Share Market Returns
5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
6. A minimal financial market model
7. Stochastic Volatility for Lévy Processes
8. An Introduction to Probability Theory and Its Applications
9. Relative arbitrage in volatility-stabilized markets
10. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)

Their papers

• A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets (2001) — 141 citations
• A BENCHMARK APPROACH TO FINANCE (2006) — 141 citations
• Strong approximations of stochastic differential equations with jumps (2007) — 88 citations
• On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (2006) — 85 citations
• Diversified Portfolios with Jumps in a Benchmark Framework (2004) — 48 citations
• A Fair Pricing Approach to Weather Derivatives (2004) — 58 citations
• Approximating the numéraire portfolio by naive diversification (2010) — 48 citations
• Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices (2007) — 99 citations
• A Benchmark Approach to Quantitative Finance (2006) — 399 citations
• Estimation for discretely observed diffusions using transform functions (2003) — 64 citations
• Arbitrage in continuous complete markets (2002) — 136 citations
• A minimal financial market model (2001) — 90 citations
• Numerical Solution of Stochastic Differential Equations (1992)