Diversified Portfolios with Jumps in a Benchmark Framework Eckhard Platen OriginalPaper Pages: 1 - 22
Understanding the Implied Volatility Surface for Options on a Diversified Index David HeathEckhard Platen OriginalPaper Pages: 55 - 77
A Benchmark Approach to Filtering in Finance Eckhard PlatenWolfgang J. Runggaldier OriginalPaper Pages: 79 - 105
A Two-Factor Model for Low Interest Rate Regimes Shane MillerEckhard Platen OriginalPaper Pages: 107 - 133