Eberlein, E.; Frey, R.; Kalkbrenner, M.; Overbeck, L. Mathematics in financial risk management. (English) Zbl 1154.91030 Jahresber. Dtsch. Math.-Ver. 109, No. 4, 165-193 (2007). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B28 62P05 60G51 PDFBibTeX XMLCite \textit{E. Eberlein} et al., Jahresber. Dtsch. Math.-Ver. 109, No. 4, 165--193 (2007; Zbl 1154.91030)
Eberlein, Ernst; Koval, Nataliya A cross-currency Lévy market model. (English) Zbl 1134.91414 Quant. Finance 6, No. 6, 465-480 (2006). MSC: 91B28 60H05 60H30 91B64 91B26 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{N. Koval}, Quant. Finance 6, No. 6, 465--480 (2006; Zbl 1134.91414) Full Text: DOI Link
Eberlein, Ernst; Kluge, Wolfgang Valuation of floating range notes in Lévy term-structure models. (English) Zbl 1145.91023 Math. Finance 16, No. 2, 237-254 (2006). MSC: 91B28 60G51 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{W. Kluge}, Math. Finance 16, No. 2, 237--254 (2006; Zbl 1145.91023) Full Text: DOI
Eberlein, Ernst; Kluge, Wolfgang; Papapantoleon, Antonis Symmetries in Lévy term structure models. (English) Zbl 1138.91435 Int. J. Theor. Appl. Finance 9, No. 6, 967-986 (2006). MSC: 91B28 60G51 PDFBibTeX XMLCite \textit{E. Eberlein} et al., Int. J. Theor. Appl. Finance 9, No. 6, 967--986 (2006; Zbl 1138.91435) Full Text: DOI
Eberlein, Ernst; Papapantoleon, Antonis Equivalence of floating and fixed strike Asian and lookback options. (English) Zbl 1114.91049 Stochastic Processes Appl. 115, No. 1, 31-40 (2005). MSC: 91B28 60G51 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{A. Papapantoleon}, Stochastic Processes Appl. 115, No. 1, 31--40 (2005; Zbl 1114.91049) Full Text: DOI
Eberlein, Ernst; Özkan, Fehmi The defaultable Lévy term structure: Ratings and restructuring. (English) Zbl 1049.91066 Math. Finance 13, No. 2, 277-300 (2003). Reviewer: Josef Steinebach (Köln) MSC: 91B28 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{F. Özkan}, Math. Finance 13, No. 2, 277--300 (2003; Zbl 1049.91066) Full Text: DOI
Eberlein, Ernst; Prause, Karsten The generalized hyperbolic model: Financial derivatives and risk measures. (English) Zbl 0996.91067 Geman, Helyette (ed.) et al., Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 - July 1, 2000. Berlin: Springer. Springer Finance. 245-267 (2002). MSC: 91B28 91B30 62P20 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{K. Prause}, in: Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 -- July 1, 2000. Berlin: Springer. 245--267 (2002; Zbl 0996.91067)
Eberlein, Ernst; Raible, Sebastian Some analytic facts on the generalized hyperbolic model. (English) Zbl 1047.91053 Casacuberta, Carles (ed.) et al., 3rd European congress of mathematics (ECM), Barcelona, Spain, July 10–14, 2000. Volume II. Basel: Birkhäuser (ISBN 3-7643-6418-1/hbk; 3-7643-6419-X/set). Prog. Math. 202, 367-378 (2001). MSC: 91B84 62M10 60G51 91B28 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{S. Raible}, Prog. Math. 202, 367--378 (2001; Zbl 1047.91053)
Eberlein, Ernst Application of generalized hyperbolic Lévy motions to finance. (English) Zbl 0982.60045 Barndorff-Nielsen, Ole E. (ed.) et al., Lévy processes. Theory and applications. Boston: Birkhäuser. 319-336 (2001). Reviewer: Victor V.Goryainov (Volzhsky) MSC: 60G51 91B28 PDFBibTeX XMLCite \textit{E. Eberlein}, in: Lévy processes. Theory and applications. Boston: Birkhäuser. 319--336 (2001; Zbl 0982.60045)
Breckling, Jens; Eberlein, Ernst; Kokic, Philip A tailored suit for risk management: Hyperbolic model. (English) Zbl 0967.91024 Franke, Jürgen (ed.) et al., Measuring risk in complex stochastic systems. New York, NY: Springer. Lect. Notes Stat. 147, 189-202 (2000). Reviewer: Elias Shiu (Iowa City) MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{J. Breckling} et al., Lect. Notes Stat. 147, 189--202 (2000; Zbl 0967.91024)
Eberlein, Ernst; Jacod, Jean On the range of options prices. (English) Zbl 0889.90020 Finance Stoch. 1, No. 2, 131-140 (1997). MSC: 91B28 60H30 60J75 62P20 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{J. Jacod}, Finance Stoch. 1, No. 2, 131--140 (1997; Zbl 0889.90020) Full Text: DOI
Eberlein, Ernst; Keller, Ulrich Hyperbolic distributions in finance. (English) Zbl 0836.62107 Bernoulli 1, No. 3, 281-299 (1995). MSC: 62P20 91B28 60J65 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{U. Keller}, Bernoulli 1, No. 3, 281--299 (1995; Zbl 0836.62107) Full Text: DOI Euclid
Eberlein, Ernst On modeling questions in security valuation. (English) Zbl 0900.90102 Math. Finance 2, No. 1, 17-32 (1992). MSC: 91B24 91B28 91B62 PDFBibTeX XMLCite \textit{E. Eberlein}, Math. Finance 2, No. 1, 17--32 (1992; Zbl 0900.90102) Full Text: DOI