Chiarella, Carl (ed.); Novikov, Alexander (ed.) Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference “Quantitative methods in finance”, Sydney, Australia, December 2009. (English) Zbl 1196.91010 Berlin: Springer (ISBN 978-3-642-03478-7/hbk). x, 423 p. (2010). Show indexed articles as search result. The articles of this volume will be reviewed individually.Indexed articles:Fernholz, Daniel; Karatzas, Ioannis, Probabilistic aspects of arbitrage, 1-17 [Zbl 1217.91218]Kardaras, Constantinos, Finitely additive probabilities and the fundamental theorem of asset pricing, 19-34 [Zbl 1217.91221]Hulley, Hardy; Schweizer, Martin, \(M^6\) – on minimal market models and minimal martingale measures, 35-51 [Zbl 1229.91376]Hulley, Hardy, The economic plausibility of strict local martingales in financial modelling, 53-75 [Zbl 1217.91169]Najnudel, Joseph; Nikeghbali, Ashkan, A remarkable \(\sigma\)-finite measure associated with last passage times and penalisation problems, 77-97 [Zbl 1217.91224]Galesso, Giorgia; Runggaldier, Wolfgang J., Pricing without equivalent martingale measures under complete and incomplete observation, 99-121 [Zbl 1229.91132]Bao, Xiaobo; Delbaen, Freddy; Hu, Ying, Existence and non-uniqueness of solutions for BSDE, 123-134 [Zbl 1218.60046]Cohen, Samuel N.; Elliott, Robert J., Comparison theorems for finite state backward stochastic differential equations, 135-158 [Zbl 1236.60052]Imkeller, Peter; dos Reis, Gonçalo; Zhang, Jianing, Results on numerics for FBSDE with drivers of quadratic growth, 159-182 [Zbl 1236.60068]Musiela, Marek; Zariphopoulou, Thaleia, Stochastic partial differential equations and portfolio choice, 195-216 [Zbl 1217.91173]Filipović, Damir; Schmidt, Thorsten, Pricing and hedging of CDOs: a top down approach, 231-253 [Zbl 1231.91431]Gapeev, Pavel V.; Jeanblanc, Monique; Li, Libo; Rutkowski, Marek, Constructing random times with given survival processes and applications to valuation of credit derivatives, 255-280 [Zbl 1228.91070]Chiarella, Carl; Ziogas, Andrew; Ziveyi, Jonathan, Representation of American option prices under Heston stochastic volatility dynamics using integral transforms, 281-315 [Zbl 1218.91152]Dai, Min; Jin, Hanqing; Zhong, Yifei; Zhou, Xun Yu, Buy low and sell high, 317-333 [Zbl 1217.91167]Borovkov, Konstantin A.; Downes, Andrew N.; Novikov, Alexander A., Continuity theorems in boundary crossing problems for diffusion processes, 335-351 [Zbl 1223.91036]van der Hoek, John, Binomial models for interest rates, 353-368 [Zbl 1217.91193]Chung, In-Hwan; Dun, Tim; Schlögl, Erik, Lognormal forward market model (LFM) volatility function approximation, 369-405 [Zbl 1230.91200]Baltazar-Larios, Fernando; Sørensen, Michael, Maximum likelihood estimation for integrated diffusion processes, 407-423 [Zbl 1513.62161] MSC: 91-06 Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance 00B30 Festschriften 91Gxx Actuarial science and mathematical finance 00B25 Proceedings of conferences of miscellaneous specific interest Biographic References: Platen, Eckhard PDFBibTeX XMLCite \textit{C. Chiarella} (ed.) and \textit{A. Novikov} (ed.), Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference ``Quantitative methods in finance'', Sydney, Australia, December 2009. Berlin: Springer (2010; Zbl 1196.91010)