Edit Profile (opens in new tab) von Hammerstein, Ernst August Compute Distance To: Compute Author ID: von-hammerstein.ernst-august Published as: von Hammerstein, Ernst August; Frhr. von Hammerstein, Ernst August; v. Hammerstein, Ernst August more...less Homepage: https://www.finance.uni-freiburg.de/mitarbeiten/dr.-ernst-august-frhr.-v.-hammer... External Links: MGP Documents Indexed: 4 Publications since 2004, including 1 Book Co-Authors: 4 Co-Authors with 2 Joint Publications 125 Co-Co-Authors Co-Authors 2 single-authored 1 Eberlein, Ernst W. 1 Lütkebohmert, Eva 1 Rüschendorf, Ludger 1 Wolf, Viktor Serials 1 International Journal of Theoretical and Applied Finance Fields 4 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 33 times in 31 Documents Cited by ▼ Year ▼ Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes. Zbl 1057.60050Eberlein, Ernst; von Hammerstein, Ernst August 19 2004 Optimality of payoffs in Lévy models. Zbl 1298.91172von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor 7 2014 Generalized hyperbolic distributions: Theory and applications to CDO pricing. Zbl 1397.60006Frhr. von Hammerstein, Ernst August 5 2011 Tail behaviour and tail dependence of generalized hyperbolic distributions. Zbl 1384.60054v. Hammerstein, Ernst August 2 2016 Tail behaviour and tail dependence of generalized hyperbolic distributions. Zbl 1384.60054v. Hammerstein, Ernst August 2 2016 Optimality of payoffs in Lévy models. Zbl 1298.91172von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor 7 2014 Generalized hyperbolic distributions: Theory and applications to CDO pricing. Zbl 1397.60006Frhr. von Hammerstein, Ernst August 5 2011 Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes. Zbl 1057.60050Eberlein, Ernst; von Hammerstein, Ernst August 19 2004 all cited Publications top 5 cited Publications all top 5 Cited by 62 Authors 3 Grahovac, Danijel 3 Leonenko, Nikolai N. 2 Rüschendorf, Ludger 2 Seneta, Eugene 2 Taqqu, Murad S. 1 Ansari, Jonathan 1 Bernard, Carole L. 1 Boudt, Kris 1 Cheung, Vincent C. K. 1 Corcuera, José Manuel 1 del Castillo, Joan 1 Devarajan, Karthik 1 Devroye, Luc P. J. A. 1 Dong, Christine 1 Dragun, K. 1 Eberlein, Ernst W. 1 Fajardo, José 1 Finlay, Richard 1 Fischer, Matthias 1 Fotopoulos, Stergios B. 1 Fukumizu, Kenji 1 Fung, Thomas 1 Gaunt, Robert Edward 1 Glau, Kathrin 1 Godsill, Simon J. 1 Gretton, Arthur 1 Huser, Raphaël 1 Imai, Junichi 1 Jandhyala, Venkata K. 1 Kanagawa, Motonobu 1 Kassberger, Stefan 1 Kındap, Yaman 1 Koudou, Angelo Efoévi 1 Lee, Youngjo 1 Ley, Christophe 1 Liebmann, Thomas 1 Mena, Ramsés H. 1 Menoukeu Pamen, Olivier 1 Nishiyama, Yu 1 Opitz, Thomas 1 Packham, Natalie 1 Papapantoleon, Antonis 1 Paparas, Alex 1 Papenbrock, J. 1 Podgórski, Krzysztof 1 Schlüter, Stephan 1 Schwendner, Peter 1 Scott, David John 1 Shiryaev, Al’bert Nikolaevich 1 Tang, Junsen 1 Tran, Thanh Tam 1 Vanduffel, Steven 1 von Hammerstein, Ernst August 1 Wadsworth, Jennifer L. 1 Walker, Stephen Grahm 1 Wallin, Jonas 1 Woebbeking, F. 1 Woerner, Jeannette H. C. 1 Wolf, Viktor 1 Würtz, Diethelm 1 Zhang, Shibin 1 Zhang, Zhongwei all top 5 Cited in 21 Serials 3 Methodology and Computing in Applied Probability 2 Statistics & Probability Letters 2 Journal of Theoretical Probability 2 Extremes 2 Quantitative Finance 2 Statistics and Computing 1 Advances in Applied Probability 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Machine Learning 1 Neural Computation 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Fractals 1 Finance and Stochastics 1 International Journal of Theoretical and Applied Finance 1 Statistical Modelling 1 Mathematics and Financial Economics 1 Probability Surveys 1 Sankhyā. Series A all top 5 Cited in 12 Fields 18 Probability theory and stochastic processes (60-XX) 16 Statistics (62-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year