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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"SpringerLink / Bücher"
~isPartOf:"The review of financial studies"
~person:"Eberlein, Ernst"
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Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
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Yield curve
3
Zinsstruktur
3
Markov chain
2
Markov-Kette
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Credit rating
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Economy of time
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Interest rate derivative
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Libor
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Optionsgeschäft
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conditional Markov chain
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credit risk
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Eberlein, Ernst
Madan, Dilip B.
10
Schachermayer, Walter
9
Carr, Peter
8
Rogers, Leonard C. G.
8
Elliott, Robert J.
7
Jarrow, Robert A.
7
Linetsky, Vadim
7
Kallsen, Jan
6
Longstaff, Francis A.
6
Schweizer, Martin
6
Yor, Marc
6
Başak, Suleyman
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Kwok, Yue-Kuen
5
Platen, Eckhard
5
Zhang, Lu
5
Back, Kerry E.
4
Bender, Christian
4
Bhamra, Harjoat Singh
4
Bossaerts, Peter L.
4
Broadie, Mark
4
Dai, Min
4
Delbaen, Freddy
4
Detemple, Jérôme B.
4
Duffie, Darrell
4
Dybvig, Philip H.
4
Frey, Rüdiger
4
Frittelli, Marco
4
Geman, Hélyette
4
Hansen, Lars Peter
4
Heston, Steven L.
4
Hobson, David G.
4
Korajczyk, Robert A.
4
Levendorskij, Sergej Z.
4
Lochstoer, Lars A.
4
Nüttgens, Markus
4
Renault, Eric
4
Singleton, Kenneth J.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
SpringerLink / Bücher
The review of financial studies
Applied mathematical finance
6
Robert H. Smith School Research Paper
4
Finance and stochastics
2
Advanced mathematical methods for finance
1
Annals of finance
1
Finance and Stochastics
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
1
Springer proceedings in mathematics and statistics
1
The journal of business : B
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1
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
2
Term structure models driven by general Lévy processes
Eberlein, Ernst
;
Raible, Sebastian
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10001363481
Saved in:
3
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
4
On modeling questions in security valuation
Eberlein, Ernst
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10001185153
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