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Symmetries in Lévy term structure models
Eberlein, Ernst; Kluge, Wolfgang; Papapantoleon, Antonis - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 967-986
Persistent link: https://www.econbiz.de/10003380316
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Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien; Ngare, Philip; Papapantoleon, Antonis - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
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Hedge fund performance : sources and measures
Eberlein, Ernst; Madan, Dilip B. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10003867399