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~type_genre:"Aufsatz in Zeitschrift"
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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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Symmetries in Lévy term structure models
Eberlein, Ernst
;
Kluge, Wolfgang
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 967-986
Persistent link: https://www.econbiz.de/10003380316
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