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The generalized hyperbolic mod...
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Eberlein, Ernst
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13
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9
Glau, Kathrin
8
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ECONIS (ZBW)
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New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
2
Jump-type Lévy processes
Eberlein, Ernst
- In:
Handbook of financial time series
,
(pp. 439-455)
.
2009
Persistent link: https://www.econbiz.de/10003833976
Saved in:
3
On modeling questions in security valuation
Eberlein, Ernst
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10001185153
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4
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
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
Hedge fund performance : sources and measures
Eberlein, Ernst
;
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
Saved in:
7
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/10003903235
Saved in:
8
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
Saved in:
9
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
Saved in:
10
The Lévy swap market model
Eberlein, Ernst
;
Liinev, J.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 171-196
Persistent link: https://www.econbiz.de/10003542983
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