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Saskia Glaffig 2
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Located in
Mitarbeiter
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Saskia Glaffig
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Inhalte
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Inhalte
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Located in
Mitarbeiter
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Stefan Tappe
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Inhalte
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Books
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Located in
Emeriti
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Ernst Eberlein
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Inhalte
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Located in
Emeriti
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Ernst Eberlein
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2001 Artikel Application of generalized hyperbolic Lévy motions to finance
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Application of generalized hyperbolic Lévy motions to finance. In Lévy Processes: Theory and Applications, O.E. Barndorff-Nielsen, T. Mikosch, and S. Resnick (eds.), Birkhäuser Verlag (2001) 319–337 (pdf)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2003 Artikel Time consistency of Lévy models
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Time consistency of Lévy models. Quantitative Finance 3 (2003) 40–50 (with F. Özkan)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2005 Artikel Equivalence of floating and fixed strike Asian and lookback options
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Equivalence of floating and fixed strike Asian and lookback options. Stochastic Processes and Their Applications 115 (2005) 31–40 (with A. Papapantoleon)
http://www.sciencedirect.com/science/journal/03044149
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2005 Artikel Symmetries and pricing of exotic options in Lévy models
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Symmetries and pricing of exotic options in Lévy models. In Exotic option pricing and advanced Lévy models, A. Kyprianou, W. Schoutens, P. Wilmott (eds.), Wiley (2005), pp. 99–128 (with A. Papapantoleon)
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470016841.html
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2006 Artikel A cross-currency Lévy market model.
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A cross-currency Lévy market model. Quantitative Finance 6 (2006) 465–480 (with N. Koval) (pdf)
This is an electronic version of an article published in Quantitative Finance Vol 6 No. 6 (2006) 465–480. Quantitative Finance is available online at: http://www.journalsonline.tandf.co.uk/
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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2006 Artikel Symmetries in Lévy term structure models
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Symmetries in Lévy term structure models. International Journal of Theoretical and Applied Finance 9 (6) (2006) 967–986 (with W. Kluge and A. Papapantoleon)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
