Ernst Eberlein

Ernst Eberlein

Universität Freiburg - Freiburg / Germany
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1783782
Albert Ludwig University of Freiburg
person_outline Ernst Eberlein's MOST POPULAR ARTICLES
1-) Hyperbolic distributions in finance Bernoulli, 281-299, 1995
2-) New insights into smile, mispricing, and value at risk: The hyperbolic model The Journal of Business 71 (3), 371-405, 1998
3-) Application of generalized hyperbolic Lévy motions to finance Lévy processes: theory and applications, 319-336, 2001
4-) The generalized hyperbolic model: financial derivatives and risk measures Mathematical Finance—Bachelier Congress 2000: Selected Papers from the …, 2002
5-) Term structure models driven by general Lévy processes Mathematical Finance 9 (1), 31-53, 1999