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2009 Artikel Jump-type Lévy processes
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Jump-type Lévy processes. In Handbook of Financial Time Series, T. G. Andersen, R. A. Davis, J.-P. Kreiß, T. Mikosch, Springer Verlag (2009), pp 439–455
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2009 Artikel On pricing risky loans and collateralized fund obligations
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On pricing risky loans and collateralized fund obligations. The Journal of Credit Risk 5 (3) (2009), 1–18 (with H. Geman and D. B. Madan)
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2009 Artikel Sato processes and the valuation of structured products
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Sato processes and the valuation of structured products. Quantitative Finance 9 (1) (2009), 27–42 (with D. B. Madan)
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2010 Artikel Generalized hyperbolic models
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Generalized hyperbolic models. In Encyclopedia of Quantitative Finance, R. Cont (ed.), John Wiley & Sons Ltd. (2010), pp 833–836
The definitive version is available at www.wileyinterscience.com.
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2010 Artikel Jump processes
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Jump processes. In Encyclopedia of Quantitative Finance, R. Cont (ed.), John Wiley & Sons Ltd. (2010), pp 990–994
The definitive version is available at www.wileyinterscience.com.
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Ernst Eberlein
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2010 Artikel On correlating Lévy processes
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On correlating Lévy processes. The Journal of Risk 13 (1) (2010), 3–16 (with D. B. Madan)
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2010 Artikel Short positions, rally fears and option markets
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Short positions, rally fears and option markets. Applied Mathematical Finance 17 (1-2) (2010), 83-98 (with D. B. Madan)
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2011 Artikel Analyticity of the Wiener–Hopf factors
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Analyticity of the Wiener–Hopf factors and valuation of exotic options in Lévy models. In Advanced Mathematical Methods for Finance, G. Di Nunno and B. Øksendal (eds.), Springer (2011), pp 223–245 (with K. Glau and A. Papapantoleon)
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2011 Artikel Capital requirements, the option surface,
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Capital requirements, the option surface, market, credit and liquidity risk. Preprint, University of Freiburg (2011) (with D. B. Madan and W. Schoutens)
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2012 Artikel Dealing with complex realities in financial modeling
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Dealing with complex realities in financial modeling. Current Science 103 (6) (2012), 647–649 (with D. B. Madan)
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