You are here: Home

Search results

Mathematical Risk Analysis: Located in Emeriti / Ludger Rüschendorf / Publications
Mass Transportation Problems Vol. II: Located in Emeriti / Ludger Rüschendorf / Publications
Asymptotische Statistik: Located in Emeriti / Ludger Rüschendorf / Publications
Stochastische Prozesse und Finanzmathematik: Located in Emeriti / Ludger Rüschendorf / Publications
Mathematische Statistik: Located in Emeriti / Ludger Rüschendorf / Publications
2003 Artikel Time consistency of Lévy models: Time consistency of Lévy models. Quantitative Finance 3 (2003) 40–50 (with F. Özkan)
Located in Emeriti / Ernst Eberlein / Inhalte
2005 Artikel Equivalence of floating and fixed strike Asian and lookback options: 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 / Ernst Eberlein / Inhalte
2006 Artikel Valuation of floating range notes in Lévy term structure models: Valuation of floating range notes in Lévy term structure models. Mathematical Finance 16 (2006) 237–254 (with W. Kluge)
Located in Emeriti / Ernst Eberlein / Inhalte
2005 Artikel Symmetries and pricing of exotic options in Lévy models: 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 / Ernst Eberlein / Inhalte
2006 Artikel Symmetries in Lévy term structure models: 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 / Ernst Eberlein / Inhalte

« Previous 10 items Next 10 items » 1 ... 40 41 42 [43] 44 45 46 ... 50