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SYMMETRIES IN LÉVY TERM STRUCT...
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Option pricing theory
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Eberlein, Ernst
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Analysis of Fourier Transform Valuation Formulas and Applications
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Applied mathematical finance
17
(
2010
)
3
,
pp. 211-241
Persistent link: https://www.econbiz.de/10008428366
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2
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:
3
A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 461-488
Persistent link: https://www.econbiz.de/10010235587
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
The Lévy swap market model
Eberlein, Ernst
;
Liinev, J.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 171-196
Persistent link: https://www.econbiz.de/10003542983
Saved in:
6
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:
7
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:
8
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:
9
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
;
Lütkebohmert, Eva
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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