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Madan, Dilip B.
22
Madan, Dilip
16
Eberlein, Ernst
10
Bakshi, Gurdip
7
Carr, Peter
7
Yor, Marc
7
Geman, Hélyette
6
Eberlein, E.
3
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2
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2
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2
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2
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2
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2
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Finance and stochastics
8
The journal of business : B
4
Applied mathematical finance
3
Journal of financial economics
3
Risk : managing risk in the world's financial markets
3
The review of financial studies
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
Australian economic papers
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial services research : JFSR
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research, Management science : OR MS ; the international literature digest
1
The journal of credit risk : published quarterly by Incisive Media
1
The review of economics and statistics
1
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OLC EcoSci
ECONIS (ZBW)
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EconStor
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BASE
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USB Cologne (EcoSocSci)
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On pricing risky loans and collateralized fund obligations
Eberlein, Ernst
;
German, Helyette
;
Madan, Dilip B.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 37-54
Persistent link: https://www.econbiz.de/10009932475
Saved in:
2
The Defaultable Lévy Term Structure: Ratings and Restructuring
Eberlein, E.
;
Özkan, F.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10008215654
Saved in:
3
On the range of options prices
Eberlein, E.
;
Jacod, J.
- In:
Finance and stochastics
1
(
1997
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10008219555
Saved in:
4
The Lévy Swap Market Model
Eberlein, E.
;
Liinev, J.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 171
Persistent link: https://www.econbiz.de/10008221847
Saved in:
5
New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model
Eberlein, Ernst
;
Keller, Ulrich
;
Prause, Karsten
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-406
Persistent link: https://www.econbiz.de/10007352265
Saved in:
6
Analysis of Fourier Transform Valuation Formulas and Applications
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Applied mathematical finance
17
(
2010
)
3
,
pp. 211-241
Persistent link: https://www.econbiz.de/10008428366
Saved in:
7
The Lévy LIBOR model
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10008214297
Saved in:
8
Term Structure Models Driven by General Lévy Processes
Eberlein, Ernst
;
Raible, Sebastian
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10008218696
Saved in:
9
On the duality principle in option pricing: semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Shiryaev, Albert N.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265
Persistent link: https://www.econbiz.de/10008221304
Saved in:
10
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/10008222766
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