Eckhard Platen

University of Sydney

Australia

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Articles (10)

Year:

2024

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2023

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2023

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2023

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2022

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2021

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2021

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2021

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2020

Year:

2020

Collaborators (2)

Alessandro GNOATTO

Associate Professor

University of Verona

ITALY

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Stefan Tappe

Deputy Professor

Bergische Universität Wuppertal

GERMANY

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Eckhard Platen

Research Interests

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Articles (10)

Managing the shortfall risk of target date funds by overfunding

No arbitrage and multiplicative special semimartingales

Less-expensive long-term annuities linked to mortality, cash and equity

EXPLOITING ARBITRAGE REQUIRES SHORT SELLING

Robust product Markovian quantization

Calibration to FX triangles of the 4/2 model under the benchmark approach

No-arbitrage concepts in topological vector lattices

Dynamic asset allocation for target date funds under the benchmark approach

APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES

APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES

Collaborators (2)

Alessandro GNOATTO

Stefan Tappe

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