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SYMMETRIES IN LÉVY TERM STRUCT...
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Option pricing theory
Optionspreistheorie
30
Theorie
30
Theory
30
Stochastic process
27
Stochastischer Prozess
27
Yield curve
19
Zinsstruktur
19
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8
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option pricing
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English
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Eberlein, Ernst
21
Papapantoleon, Antonis
12
Glau, Kathrin
4
Grbac, Zorana
4
Madan, Dilip B.
4
Gerhart, Christoph
2
Prause, Karsten
2
Schmidt, Thorsten
2
Schoenmakers, John
2
Skovmand, David
2
Ballotta, Laura
1
Bank, Peter
1
Bayer, Christian
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Ben Hammouda, Chiheb
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Bernard, Carole
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Cherif, Sidi Mohamed Lalaoui Ben
1
Eddahbi, M'hamed
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Hok, Julien
1
Jacod, Jean
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1
Keller‐Ressel, Martin
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Kluge, Wolfgang
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Teichmann, Josef
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Applied mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
2
Robert H. Smith School Research Paper
2
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
CREATES research paper
1
Handbook of financial time series
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematics and financial economics
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ECONIS (ZBW)
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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
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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
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3
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
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4
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:
5
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:
6
Jump-type Lévy processes
Eberlein, Ernst
- In:
Handbook of financial time series
,
(pp. 439-455)
.
2009
Persistent link: https://www.econbiz.de/10003833976
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7
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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8
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
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9
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
Saved in:
10
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
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