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On the duality principle in option pricing: semimartingale setting
Eberlein, Ernst; Papapantoleon, Antonis; Shiryaev, Albert N. - In: Finance and stochastics 12 (2008) 2, pp. 265
Persistent link: https://www.econbiz.de/10008221304
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On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst; Papapantoleon, Antonis; Širjaev, … - In: Finance and stochastics 12 (2008) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
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On the range of options prices
Eberlein, Ernst - In: Finance and stochastics 1 (1997) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10001217943
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The Lévy LIBOR model
Eberlein, Ernst; Özkan, Fehmi - In: Finance and stochastics 9 (2005) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10008214297
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Lévy term structure models: No-arbitrage and completeness
Eberlein, Ernst; Jacod, Jean; Raible, Sebastian - In: Finance and stochastics 9 (2005) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10008222975
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Lévy term structure models: no-arbitrage and completeness
Eberlein, Ernst; Jacod, Jean; Raible, Sebastian - In: Finance and stochastics 9 (2005) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10002497073
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The Lévy LIBOR model
Eberlein, Ernst; Özkan, Fehmi - In: Finance and stochastics 9 (2005) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10002946685