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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Eberlein, Ernst"
~person:"Swanson, Eric T."
~subject:"Stochastic process"
~subject:"Theory"
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Eberlein, Ernst
Swanson, Eric T.
Rudebusch, Glenn D.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
Applied mathematical finance
2
Finance and stochastics
2
American economic journal : a journal of the American Economic Association
1
IMES discussion paper series / Englische Ausgabe
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ECONIS (ZBW)
7
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1
The Bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003784686
Saved in:
2
Examining the bond premium puzzle with a DSGE model
Rudebusch, Glenn D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003722320
Saved in:
3
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
4
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003417803
Saved in:
5
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
6
The defaultable Lévy term structure : ratings and restructuring
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001765690
Saved in:
7
Term structure models driven by general Lévy processes
Eberlein, Ernst
;
Raible, Sebastian
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10001363481
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