Search Results for Platen, Eckhard.
SirsiDynix Enterprise
https://katalog.hacettepe.edu.tr/client/en_US/default/default/qu$003dPlaten$00252C$002bEckhard.$0026ic$003dtrue$0026te$003dILS$0026ps$003d300?
2024-07-24T20:51:47Z
Contemporary Quantitative Finance Essays in Honour of Eckhard Platen
ent://SD_ILS/0/SD_ILS:190639
2024-07-24T20:51:47Z
2024-07-24T20:51:47Z
Author Chiarella, Carl. editor. Novikov, Alexander. editor. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-642-03479-4">http://dx.doi.org/10.1007/978-3-642-03479-4</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ent://SD_ILS/0/SD_ILS:192418
2024-07-24T20:51:47Z
2024-07-24T20:51:47Z
Author Platen, Eckhard. author. Bruti-Liberati, Nicola. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-642-13694-8">http://dx.doi.org/10.1007/978-3-642-13694-8</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
A Benchmark Approach to Quantitative Finance
ent://SD_ILS/0/SD_ILS:185042
2024-07-24T20:51:47Z
2024-07-24T20:51:47Z
Author Platen, Eckhard. author. Heath, David. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-540-47856-0">http://dx.doi.org/10.1007/978-3-540-47856-0</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Functionals of Multidimensional Diffusions with Applications to Finance
ent://SD_ILS/0/SD_ILS:332796
2024-07-24T20:51:47Z
2024-07-24T20:51:47Z
Author Baldeaux, Jan. author. Platen, Eckhard. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE(332796.1)<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-319-00747-2">http://dx.doi.org/10.1007/978-3-319-00747-2</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>