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~isPartOf:"Applied mathematical finance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working papers"
~person:"Eberlein, Ernst"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
6
Optionspreistheorie
6
Stochastic process
4
Stochastischer Prozess
4
Derivat
2
Derivative
2
Interest rate derivative
2
Lévy processes
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time-inhomogeneous Lévy processes
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Black-Scholes model
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Greeks and sensitivity analysis
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Griechenland
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Hybrid models
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Lévy LIBOR model
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Malliavin calculus
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Option trading
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Optionsgeschäft
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PIDEs
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Sensitivity analysis
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Sobolev-Slobodeckii-spaces
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Swap
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equity derivatives
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fast Fourier transform
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hybrid derivatives
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interest rate derivatives
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multiple curve model
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option pricing
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parabolic evolution equation
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swap market model
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swaption pricing
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Eberlein, Ernst
Kwok, Yue-Kuen
9
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Elliott, Robert J.
6
Hung, Mao-Wei
6
Sabino, Piergiacomo
6
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Lyuu, Yuh-dauh
5
Pianca, Paolo
5
Alòs, Elisa
4
Benth, Fred Espen
4
Corrado, Charles Joseph
4
Costabile, Massimo
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Howison, Sam
4
Liu, Qiang
4
Nardon, Martina
4
Oosterlee, Cornelis Willebrordus
4
Ryu, Doojin
4
Sircar, Kaushik Ronnie
4
Siu, Tak Kuen
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Wang, Xingchun
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Wong, Hoi Ying
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Zagst, Rudi
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Zhang, Jin E.
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Alexander, Carol
3
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Bermin, Hans-Peter
3
Chesney, Marc
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Chiarella, Carl
3
Cohen, Samuel N.
3
Cui, Zhenyu
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Applied mathematical finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
Working papers
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Robert H. Smith School Research Paper
3
Finance and stochastics
2
Advanced mathematical methods for finance
1
Handbook of financial time series
1
Insurance / Mathematics & economics
1
Journal of risk
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Quantitative finance
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The journal of business : B
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ECONIS (ZBW)
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1
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
2
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
3
Computation of Greeks in LIBOR models driven by time : inhomogeneous Lévy processes
Eberlein, Ernst
;
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 236-260
Persistent link: https://www.econbiz.de/10011704234
Saved in:
4
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
5
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
Saved in:
6
Analysis of fourier transform valuation formulas and applications
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 211-240
Persistent link: https://www.econbiz.de/10008653264
Saved in:
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