Publications
Use the Search below to find a specific publication:Browse publications:
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Journal articles
Ignatieva, K. & Platen, E.2012, 'Estimating the diffusion coefficient function for a diversified world stock index', Computational Statistics and Data Analysis, vol. 56, no. 6, pp. 1333-1349.
Cheridito, P., Nikeghbali, A., Platen, E.2012, 'Processes of class Sigma, last passage times, and drawdowns', SIAM Journal on Financial Mathematics, vol. 3, pp. 280-303.
