| Stochastic differential equations PE Kloeden, E Platen, PE Kloeden, E Platen Numerical solution of stochastic differential equations, 103-160, 1992 | 12405 | 1992 |
| Numerical solution of SDE through computer experiments PE Kloeden, E Platen, H Schurz Springer Science & Business Media, 2012 | 1228 | 2012 |
| Numerical solution of stochastic differential equations with jumps in finance E Platen, N Bruti-Liberati Springer Science & Business Media, 2010 | 630 | 2010 |
| A benchmark approach to quantitative finance E Platen, D Heath Springer Science & Business Media, 2006 | 503 | 2006 |
| An introduction to numerical methods for stochastic differential equations E Platen Acta numerica 8, 197-246, 1999 | 387 | 1999 |
| Balanced implicit methods for stiff stochastic systems GN Milstein, E Platen, H Schurz SIAM Journal on Numerical Analysis 35 (3), 1010-1019, 1998 | 321 | 1998 |
| Higher-order implicit strong numerical schemes for stochastic differential equations PE Kloeden, E Platen Journal of statistical physics 66, 283-314, 1992 | 220 | 1992 |
| Option pricing under incompleteness and stochastic volatility N Hofmann, E Platen, M Schweizer Mathematical Finance 2 (3), 153-187, 1992 | 219 | 1992 |
| On feedback effects from hedging derivatives E Platen, M Schweizer Mathematical finance 8 (1), 67-84, 1998 | 211 | 1998 |
| Strong discrete time approximation of stochastic differential equations with time delay U Küchler, E Platen Mathematics and Computers in Simulation 54 (1-3), 189-205, 2000 | 204 | 2000 |
| The approximation of multiple stochastic integrals PE Kloeden, E Platen, IW Wright Stochastic analysis and applications 10 (4), 431-441, 1992 | 185 | 1992 |
| A comparison of two quadratic approaches to hedging in incomplete markets D Heath, E Platen, M Schweizer Mathematical finance 11 (4), 385-413, 2001 | 180 | 2001 |
| Arbitrage in continuous complete markets E Platen Advances in Applied Probability 34 (3), 540-558, 2002 | 170 | 2002 |
| A benchmark approach to finance E Platen Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 150 | 2006 |
| A survey of numerical methods for stochastic differential equations PE Kloeden, E Platen Stochastic Hydrology and Hydraulics 3, 155-178, 1989 | 143 | 1989 |
| Stratonovich and Itô stochastic taylor expansions PE Kloeden, E Platen Mathematische Nachrichten 151 (1), 33-50, 1991 | 135 | 1991 |
| On the distributional characterization of daily log‐returns of a World Stock Index K Fergusson, E Platen Applied Mathematical Finance 13 (01), 19-38, 2006 | 124 | 2006 |
| Approximation of It ô integral equations W Wagner, E Platen Zentralinst. für Mathematik u. Mechanik d. Akad. d. Wiss. d. DDR, 1978 | 110 | 1978 |
| Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices E Platen, R Rendek Journal of statistical theory and practice 2 (2), 233-251, 2008 | 109 | 2008 |
| Option pricing for a logstable asset price model SR Hurst, E Platen, ST Rachev Mathematical and computer modelling 29 (10-12), 105-119, 1999 | 109 | 1999 |
Peter KloedenRetired Professor of Mathematics in TuebingenAdresse e-mail validée de math.uni-frankfurt.de
