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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)
Located in
Emeriti
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Ernst Eberlein
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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)
Located in
Emeriti
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Ernst Eberlein
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2011 Artikel Blackwell Prediction for Categorical Data
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Blackwell Prediction for Categorical Data, Game Theory 15, 139-152 (2011) (Nova Publishers)
Located in
Emeriti
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Hans Rudolf Lerche
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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)
Located in
Emeriti
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Ernst Eberlein
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Inhalte
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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)
Located in
Emeriti
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Ernst Eberlein
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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)
Located in
Emeriti
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Ernst Eberlein
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2012 Artikel Pricing to acceptability: with
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Pricing to acceptability: with applications to valuation of one's own credit risk. The Journal of Risk 15 (1) (2012), 91–120 (with T. Gehrig and D. B. Madan)
Located in
Emeriti
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Ernst Eberlein
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2012 Artikel Unbounded liabilities, capital reserve
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Unbounded liabilities, capital reserve requirements and the taxpayer put option. Quantitative Finance 12 (5) (2012), 709–724 (with D. B. Madan)
Located in
Emeriti
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Ernst Eberlein
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2012 Vortrag A Martingale Approach
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A Martingale Approach to Optimal Stopping, Vortrag Freiburg, 2012
Located in
Emeriti
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Hans Rudolf Lerche
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2012 Vortrag Statistik: Zwischen Manipulation und Wahrheit
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Statistik: Zwischen Manipulation und Wahrheit, MNU-Kongress, Freiburg 2. April 2012
Located in
Emeriti
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Hans Rudolf Lerche
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