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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
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Ernst Eberlein
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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
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Ernst Eberlein
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2005 Vortrag Ein Martingalansatz
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Ein Martingalansatz zum optimalen Stoppen, Universität Mannheim, 17. Januar 2005
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Hans Rudolf Lerche
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2005 Vortrag Statisik zwischen Manipulation und Wahrheit - Druckverion
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Statistik zwischen Manipulation und Wahrheit, Vortrag Freiburg i.Br., 30. September 2005
Druckverion
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Hans Rudolf Lerche
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2005 Vortrag Statistik zwischen Manipulation und Wahrheit
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Statistik zwischen Manipulation und Wahrheit, Vortrag Freiburg i.Br., 30. September 2005
Vortrag
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Hans Rudolf Lerche
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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/
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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)
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Ernst Eberlein
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2006 Artikel The Levy Libor model with default risk
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The Lévy Libor model with default risk. Journal of Credit Risk 2 (2) (2006) 3–42 (with W. Kluge, P. J. Schönbucher)
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Ernst Eberlein
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2006 Artikel Valuation of floating range notes in Lévy term structure models
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Valuation of floating range notes in Lévy term structure models. Mathematical Finance 16 (2006) 237–254 (with W. Kluge)
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2007 Artikel Calibration of Lévy term structure models
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Calibration of Lévy term structure models. In Advances in Mathematical Finance: In Honor of D. B. Madan, M. Fu, R. A. Jarrow, J.-Y. Yen, and R. J. Elliott (eds.), Birkhäuser (2007), pp. 147–172 (joint with W. Kluge)
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