The following pages link to Ernst Eberlein (Q468118):
Displaying 37 items.
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Strong approximation of continuous time stochastic processes (Q581920) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- (Q948613) (redirect page) (← links)
- Mathematics in financial risk management (Q948616) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)
- On strong invariance principles under dependence assumptions (Q1074219) (← links)
- On the range of options prices (Q1367702) (← links)
- Lévy term structure models: no-arbitrage and completeness (Q1776027) (← links)
- Ergodic flows are strictly ergodic (Q1844326) (← links)
- Hyperbolic distributions in finance (Q1904973) (← links)
- Strong approximation of semimartingales and statistical processes (Q1912578) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Obituary: Konrad Jacobs (1928--2015) (Q2409190) (← links)
- Basic ideas of modern financial mathematics (Q2451195) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- The Lévy LIBOR model (Q2488483) (← links)
- Toeplitz-Folgen und Gruppentranslationen (Q2546964) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- (Q2738734) (← links)
- Term Structure Models Driven by General Levy Processes (Q2757293) (← links)
- (Q2782356) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- RATING BASED LÉVY LIBOR MODEL (Q2851557) (← links)
- Correlations in Lévy interest rate models (Q2866364) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- Discrete Tenor Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Lévy Processes (Q2873143) (← links)
- (Q3154980) (← links)
- Sato processes and the valuation of structured products (Q3182646) (← links)
- Einbettung von Str�mungen in Funktionenr�ume durch Erzeuger vom endlichen Typ (Q3213374) (← links)
- A cross-currency Lévy market model (Q3437405) (← links)
- On Modeling Questions In Security Valuation (Q4345921) (← links)
- Multiple curve Lévy forward price model allowing for negative interest rates (Q5109986) (← links)
- VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS (Q5488974) (← links)
