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SYMMETRIES IN LÉVY TERM STRUCT...
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Option pricing theory
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Eberlein, Ernst
55
Madan, Dilip B.
24
Papapantoleon, Antonis
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6
Yor, Marc
6
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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
Saved in:
2
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:
3
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:
4
Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Advanced mathematical methods for finance
,
(pp. 223-245)
.
2011
Persistent link: https://www.econbiz.de/10008991291
Saved in:
5
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
Saved in:
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Kallsen, Jan
(
ed.
);
Papapantoleon, Antonis
(
ed.
); …
-
2016
Persistent link: https://www.econbiz.de/10013457208
Saved in:
7
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
Saved in:
8
Jump-type Lévy processes
Eberlein, Ernst
- In:
Handbook of financial time series
,
(pp. 439-455)
.
2009
Persistent link: https://www.econbiz.de/10003833976
Saved in:
9
Picard approximation of stochastic differential equations and application to LIBOR models
Papapantoleon, Antonis
;
Skovmand, David
-
2010
Persistent link: https://www.econbiz.de/10008651711
Saved in:
10
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
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