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Disambiguation of "Platen, Eckhard"

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A law of large numbers for wide range exclusion processes in random media

. Stochastic Processes and their Applications, 31 (1): 33--49 (March 1989)

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Eckhard Platen

Michael Platen

Birgit Platen

Christoph Platen

Wilhelm Platen

 

Other publications of authors with the same name

Weak discrete time approximation of stochastic differential equations with time delay., and . Math. Comput. Simul., 59 (6): 497-507 (2002)On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance., and . International Conference on Computational Science, volume 3039 of Lecture Notes in Computer Science, page 771-778. Springer, (2004)On the Distributional Characterization of Daily Log-Returns of a World Stock Index, and . Applied Mathematical Finance, 13 (1): 19--38 (2006)A law of large numbers for wide range exclusion processes in random media. Stochastic Processes and their Applications, 31 (1): 33--49 (March 1989)Pricing of index options under a minimal market model with log-normal scaling, and . Quantitative Finance, 3 (6): 442--450 (2003)Applications of the balanced method to stochastic differential equations in filtering., and . Monte Carlo Methods Appl., 5 (1): 19-38 (1999)Numerical solution of SDE through computer experiments, , and . Universitext Springer, Berlin, (2003)Numerical solution of stochastic differential equations, and . Applications of Mathematics Springer, Berlin, (2010)4th corrected printing.An FPGA generator for multipoint distributed random variables (abstract only)., , , and . FPGA, page 280. ACM, (2005)Portfolio selection and asset pricing under a benchmark approach. Physica A: Statistical Mechanics and its Applications, 370 (1): 23--29 (Oct 1, 2006)