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~type:"book"
~accessRights:"free"
~language:"eng"
~institution:"arXiv.org"
~person:"Papapantoleon, Antonis"
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Papapantoleon, Antonis
Zhou, Wei-Xing
29
Sornette, Didier
28
Cotter, John
26
Sornette, D.
24
Bayraktar, Erhan
16
Kardaras, Constantinos
16
Brigo, Damiano
15
Martinho, Vitor Joao Pereira Domingues
15
Bouchaud, Jean-Philippe
14
Marsili, Matteo
13
Muhle-Karbe, Johannes
13
Farmer, J. Doyne
12
Lillo, Fabrizio
12
Macrina, Andrea
12
Stanley, H. Eugene
12
Tasche, Dirk
12
Woodard, Ryan
12
Hughston, Lane P.
11
Drozdz, S.
10
Kitov, Ivan O.
10
Mantegna, Rosario N.
10
Rudi Sch\"afer
10
Scalas, Enrico
10
Shevchenko, Pavel V.
10
Brody, Dorje C.
9
Cont, Rama
9
Kwapien, J.
9
Nutz, Marcel
9
Berd, Arthur M.
8
Dowd, Kevin
8
Gheorghiu, Anca
8
Junior, Leonidas Sandoval
8
Palmowski, Zbigniew
8
Ren, Fei
8
Vovk, Vladimir
8
Fujiwara, Yoshi
7
Guhr, Thomas
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Kaizoji, Taisei
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School of Economics and Management, University of Aarhus
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1
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
-
2012
Persistent link: https://www.econbiz.de/10009492904
Saved in:
2
Computation of copulas by Fourier methods
Papapantoleon, Antonis
-
2011
Persistent link: https://www.econbiz.de/10009225809
Saved in:
3
Efficient and accurate log-L\'evy approximations to L\'evy driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009132718
Saved in:
4
Picard approximation of stochastic differential equations and application to LIBOR models
Papapantoleon, Antonis
;
Skovmand, David
-
2010
Persistent link: https://www.econbiz.de/10008580431
Saved in:
5
Numerical methods for the L\'evy LIBOR model
Papapantoleon, Antonis
;
Skovmand, David
-
2010
Persistent link: https://www.econbiz.de/10008602737
Saved in:
6
Analyticity of the Wiener-Hopf factors and valuation of exotic options in L\'evy models
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
-
2009
Persistent link: https://www.econbiz.de/10008555420
Saved in:
7
Old and new approaches to LIBOR modeling
Papapantoleon, Antonis
-
2009
Persistent link: https://www.econbiz.de/10008580439
Saved in:
8
Strong Taylor approximation of stochastic differential equations and application to the L\'evy LIBOR model
Papapantoleon, Antonis
;
Siopacha, Maria
-
2009
Persistent link: https://www.econbiz.de/10005083573
Saved in:
9
On the valuation of compositions in L\'evy term structure models
Kluge, Wolfgang
;
Papapantoleon, Antonis
-
2009
Persistent link: https://www.econbiz.de/10005083807
Saved in:
10
Esscher transform and the duality principle for multidimensional semimartingales
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Shiryaev, Albert N.
-
2008
Persistent link: https://www.econbiz.de/10005015564
Saved in:
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