Ernst August von Hammerstein

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions
Springer Proceedings in Mathematics & Statistics
2017-07-31Paper
Optimality of payoffs in Lévy models
International Journal of Theoretical and Applied Finance
2014-11-12Paper
Generalized hyperbolic distributions: Theory and applications to CDO pricing.2011-03-14Paper
scientific article; zbMATH DE number 2127973 (Why is no real title available?)2005-01-14Paper


Research outcomes over time


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