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2012 Artikel Approximative solutions of best choice problems
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Approximative solutions of best choice problems. Coauthor: A. Faller. Electronic Journal of Probability 17 (54) (2012), 1-22
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2012 Artikel Optimal multiple stopping with sum-payoff
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Optimal multiple stopping with sum-payoff. Coauthor: A. Faller. ТВП 57 (2) (2012), 384–395. (Teor. Veroyatnost. i Primenen. 57 (2) (2012), 384–395) (pdf, doi:10.4213/tvp4455, Mi tvp4455)
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Inhalt
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Existiert in
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2003 Artikel Optimal stopping and cluster point processes
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Optimal stopping and cluster point processes. Coauthor: R. Kühne, Statistics & Decisions 21 (2003), 261-282. (pdf) Oldenbourg Wissenschaftsverlag, München (http://www.degruyter.com/view/j/strm)
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1991 Artikel Recent results in the theory of probability metrics
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Recent results in the theory of probability metrics. Coauthor: S. T. Rachev. Statistics and Decisions 9 (1991), 327–373
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2015 Artikel Option pricing and sensitivity
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Option pricing and sensitivity analysis in the Lévy forward process model. Preprint (2015) (with M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif)
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Ernst Eberlein
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Inhalte
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2016 pdf Risk bounds and partial dependence information.
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Risk bounds and partial dependence information. Preprint (2016) (pdf)
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2016 pdf Artikel Comparison and extension of VaR bounds for joint portfolios
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Comparison and extension of VaR bounds for joint portfolios. Preprint (2016) (pdf). Coauthor:G. Puccetti, D. Manko.
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2016 pdf Wahrscheinlichkeitstheorie Inhaltsverzeichnis
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Wahrscheinlichkeitstheorie,
Springer-Lehrbuch Masterclass,
Springer Verlag, 2016,
Language: german,
ISBN 978-3-662-48936-9 (print),
ISBN 978-3-662-48937-6 (online),
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