Concepedia
Statistics
Publications
78
Citations
3.5K
H-Index
30
Active since
1985
Affiliations
University of Technology Sydney(Current)
Weierstrass Institute for Applied Analysis and Stochastics
Australian National University
Murdoch University
University of Padua
Eckhard Platen is an author at University of Technology Sydney specializing in engineering, finance, and business.
Top concepts
BusinessFinanceEngineeringAsset PricingFinancial EconomicsEconomicsStochastic CalculusNumerical AnalysisStochastic Differential EquationsFinancial Engineering
Publications per year
1985–2018
77
An introduction to numerical methods for stochastic differential equations
Eckhard Platen · Acta Numerica · 1999 · 271 citations
Numerical Analysis, Engineering, Stochastic System +8
Balanced Implicit Methods for Stiff Stochastic Systems
Grigori N. Milstein, Eckhard Platen, Henri Schurz · SIAM Journal on Numerical Analysis · 1998 · 225 citations
Numerical Analysis, Engineering, Stochastic Terms +10
Strong discrete time approximation of stochastic differential equations with time delay
Uwe Küchler, Eckhard Platen · Mathematics and Computers in Simulation · 2000 · 160 citations
Engineering, Stochastic System, Stochastic Calculus +6
Option Pricing Under Incompleteness and Stochastic Volatility
Norbert Hofmann, Eckhard Platen, Martin Schweizer · Mathematical Finance · 1992 · 149 citations
Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +15
A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
David Heath, Eckhard Platen, Martin Schweizer · Mathematical Finance · 2001 · 141 citations
Large Deviations, Volatility Modeling, Engineering +25
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