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Economics and Finance

D-Index
35
Citations
6533
World Ranking
2927
National Ranking
82

Mathematics

D-Index
41
Citations
18507
World Ranking
1844
National Ranking
44

Overview

Eckhard Platen is affiliated with the University of Technology Sydney in Australia. Their research primarily focuses on areas within economics, econometrics, and finance, with a total of 55 publications concentrated in these fields. The specific subfields that define their work include finance, economics and econometrics, management science and operations research, modeling and simulation, and demography.

The scientist has contributed extensively to topics such as stochastic processes and financial applications, economic theories and models, financial markets and investment strategies, insurance and financial risk management, financial risk and volatility modeling, banking stability, regulation and efficiency, as well as complex systems and time series analysis.

Several recent papers by Eckhard Platen illustrate the breadth of their research:

  • APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (2020, International Journal of Theoretical and Applied Finance)
  • Stochastic Modelling of the COVID-19 Epidemic (2020, SSRN Electronic Journal)
  • Less-expensive long-term annuities linked to mortality, cash and equity (2022, Annals of Actuarial Science)
  • Calibration to FX triangles of the 4/2 model under the benchmark approach (2021, Decisions in Economics and Finance)
  • DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH (2021, Astin Bulletin)

The researcher has frequently published in venues including arXiv (Cornell University), SSRN Electronic Journal, International Journal of Theoretical and Applied Finance, Annals of Actuarial Science, and Decisions in Economics and Finance.

Eckhard Platen collaborates with multiple coauthors, with the most frequent being Stefan Tappe, Kevin Fergusson, Jin Sun, Carlo Sala, and Thorsten Schmidt.

Best Publications

  • Numerical Solution of Stochastic Differential Equations

    Peter E. Kloeden;Eckhard Platen

  • Numerical Solution of SDE Through Computer Experiments

    Peter E Kloeden;Eckhard Platen;Henri Schurz

  • Numerical Solution of Stochastic Differential Equations with Jumps in Finance

    Eckhard Platen;Nicola Bruti-Liberati

  • A Benchmark Approach to Quantitative Finance

    Eckhard Platen;David Heath

  • An Introduction to Numerical Methods for Stochastic Differential Equations

    Eckhard Platen

  • Balanced Implicit Methods for Stiff Stochastic Systems

    G. N. Milstein;E. Platen;H. Schurz

  • Option Pricing Under Incompleteness and Stochastic Volatility

    Norbert Hofmann;Eckhard Platen;Martin Schweizer

  • On Feedback Effects from Hedging Derivatives

    Eckhard Platen;Martin Schweizer

  • Strong discrete time approximation of stochastic differential equations with time delay

    Uwe Küchler;Eckhard Platen

  • Higher-order implicit strong numerical schemes for stochastic differential equations

    P. E. Kloeden;E. Platen

  • The approximation of multiple stochastic integrals

    P.E. Kloeden;E. Platen;I.W. Wright

  • A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

    David Heath;Eckhard Platen;Martin Schweizer

  • Arbitrage in continuous complete markets

    Eckhard Platen

  • A BENCHMARK APPROACH TO FINANCE

    Eckhard Platen

  • On the Distributional Characterization of Daily Log‐Returns of a World Stock Index

    Kevin Fergusson;Eckhard Platen

  • Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices

    Eckhard Platen;Renata Rendek

  • A survey of numerical methods for stochastic differential equations

    P. E. Kloeden;Eckhard Platen

  • Strong approximations of stochastic differential equations with jumps

    Nicola Bruti-Liberati;Eckhard Platen

  • A Fair Pricing Approach to Weather Derivatives

    Eckhard Platen;Jason West

  • Symmetry group methods for fundamental solutions

    Mark Craddock;Eckhard Platen

  • Monte Carlo and Quasi-Monte Carlo Methods

    Jan Baldeaux;Eckhard Platen

  • Weak discrete time approximation of stochastic differential equations with time delay

    Uwe Kuchler;Eckhard Platen

Frequent Co-Authors

Peter E. Kloeden
Peter E. Kloeden University of Tübingen
Massimo Piccardi
Massimo Piccardi University of Technology Sydney
Michael Sørensen
Michael Sørensen University of Copenhagen
Stefan Mittnik
Stefan Mittnik Ludwig-Maximilians-Universität München
Svetlozar T. Rachev
Svetlozar T. Rachev Texas Tech University
Carl Chiarella
Carl Chiarella University of Technology Sydney
Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Robert J. Elliott
Robert J. Elliott University of Calgary

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