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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)
Existiert in
Emeriti
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Ernst Eberlein
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Inhalte
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2009 Artikel On the perception of time
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On the perception of time, with F. T. Bruss, Gerontology (2009)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2009 Artikel Review von: Optimal Transport
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Review von: Optimal Transport. Old and New. von C. Villani (2009), Jahresbericht der DMV (2009)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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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.
Existiert in
Emeriti
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Ernst Eberlein
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Inhalte
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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.
Existiert in
Emeriti
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Ernst Eberlein
/
Inhalte
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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)
Existiert in
Emeriti
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Ernst Eberlein
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Inhalte
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2010 Artikel Optimal stopping of integral functionals and a "no-loss" free boundary formulation
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Optimal stopping of integral functionals and a "no-loss" free boundary formulation. Coauthors: D. Belomestny and M. Urusov. Preprint (2007) (pdf). Theory Probab. Appl. 54 (2010), 14–28 (doi:10.1137/S0040585X97983961)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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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)
Existiert in
Emeriti
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Ernst Eberlein
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Inhalte
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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)
Existiert in
Emeriti
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Hans Rudolf Lerche
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Inhalte
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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)
Existiert in
Emeriti
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Ernst Eberlein
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Inhalte
