Items where Author is "Platen, Eckhard"

Number of items: 5.
Article
  • 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