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E. Platen

34 papers hereh-index 3910.8k citations354 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author8
  • middle author3
  • last author19

Across the 34 of 34 papers where every author was matched, so the position is known.

fields
  • q-fin.MF13
  • q-fin.PR7
  • q-fin.PM5
  • q-fin.CP4
  • math.FA1
  • math.GM1
same name
  • E. Platen — 16 papers, h 14
  • E. Platen — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedExact Pricing and Hedging Formulas of Long Dated Variance Swaps under a 3/2 Volatility Model

18 citations · 65 across the 31 of their papers we have counts for

collaborators
Showing 2020 · math.FAShow all

1 paper · 2 filters

math.FA2020★ 5 cited

No-arbitrage concepts in topological vector lattices

Eckhard Platen, Stefan Tappe

We provide a general framework for no-arbitrage concepts in topological vector lattices, which covers many of the well-known no-arbitrage concepts as particular cases. The main str…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.