Items where Author is "Platen, Eckhard"
Number of items: 5.
Minimizing the expected market time to reach a certain wealth level.
Kardaras, Constantinos and Platen, Eckhard
Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading.
Kardaras, Constantinos and Platen, Eckhard
On the Dybvig-Ingersoll-Ross theorem.
Kardaras, Constantinos and Platen, Eckhard
On the semimartingale property of discounted asset-price processes.
Kardaras, Constantinos and Platen, Eckhard
The numéraire property and long-term growth optimality for drawdown-constrained investments.
Kardaras, Constantinos and Obłój, Jan and Platen, Eckhard
