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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Eberlein, Ernst"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Eberlein, Ernst
Wu, Liuren
6
Rudebusch, Glenn D.
5
Filipović, Damir
4
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3
Levendorskij, Sergej Z.
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2
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2
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Journal of financial and quantitative analysis : JFQA
Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied mathematical finance
2
Finance and stochastics
2
International journal of theoretical and applied finance
1
Quantitative finance
1
Springer proceedings in mathematics and statistics
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ECONIS (ZBW)
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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
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2
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
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3
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:
4
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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