Concepedia

Eckhard Platen

EP

78

Publications

3.5K

Citations

30

H-Index

1985

Active since

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

Publications

78

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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