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~isPartOf:"Applied mathematical finance"
~person:"Eberlein, Ernst"
~person:"Grbac, Zorana"
~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
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Eberlein, Ernst
Grbac, Zorana
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Applied mathematical finance
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ECONIS (ZBW)
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A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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2
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
3
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 223-236
Persistent link: https://www.econbiz.de/10001238758
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