Hyperbolic distributions in finance E Eberlein, U Keller Bernoulli, 281-299, 1995 | 1594 | 1995 |
New insights into smile, mispricing, and value at risk: The hyperbolic model E Eberlein, U Keller, K Prause The Journal of Business 71 (3), 371-405, 1998 | 667 | 1998 |
Application of generalized hyperbolic Lévy motions to finance E Eberlein Lévy processes: theory and applications, 319-336, 2001 | 472 | 2001 |
The generalized hyperbolic model: financial derivatives and risk measures E Eberlein, K Prause Mathematical Finance—Bachelier Congress 2000: Selected Papers from the …, 2002 | 417 | 2002 |
Term structure models driven by general Lévy processes E Eberlein, S Raible Mathematical Finance 9 (1), 31-53, 1999 | 396 | 1999 |
On the range of options prices E Eberlein, J Jacod Finance and Stochastics 1 (2), 131-140, 1997 | 286 | 1997 |
Analysis of Fourier transform valuation formulas and applications E Eberlein, K Glau, A Papapantoleon Applied Mathematical Finance 17 (3), 211-240, 2010 | 204 | 2010 |
Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes E Eberlein, EA v Hammerstein Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro …, 2004 | 197 | 2004 |
The lévy libor model E Eberlein, F Özkan Finance and Stochastics 9, 327-348, 2005 | 156 | 2005 |
On strong invariance principles under dependence assumptions E Eberlein The Annals of Probability, 260-270, 1986 | 156 | 1986 |
Lévy term structure models: no-arbitrage and completeness E Eberlein, J Jacod, S Raible Finance and Stochastics 9, 67-88, 2005 | 130 | 2005 |
Exact pricing formulae for caps and swaptions in a Lévy term structure model E Eberlein, W Kluge Journal of Computational Finance 9 (2), 99, 2005 | 129 | 2005 |
Dependence in probability and statistics: A survey of recent results M Taqqu Springer-Verlag, 2019 | 97 | 2019 |
On the duality principle in option pricing: semimartingale setting E Eberlein, A Papapantoleon, AN Shiryaev Finance and Stochastics 12 (2), 265-292, 2008 | 97 | 2008 |
Risk management based on stochastic volatility E Eberlein, J Kallsen, J Kristen Journal of Risk 5, 19-44, 2003 | 94 | 2003 |
The defaultable Lévy term structure: ratings and restructuring E Eberlein, F Özkan Mathematical Finance 13 (2), 277-300, 2003 | 92 | 2003 |
Weak convergence of partial sums of absolutely regular sequences E Eberlein Statistics & probability letters 2 (5), 291-293, 1984 | 81 | 1984 |
Esscher transform and the duality principle for multidimensional semimartingales E Eberlein, A Papapantoleon, AN Shiryaev | 75 | 2009 |
Equivalence of floating and fixed strike Asian and lookback options E Eberlein, A Papapantoleon Stochastic Processes and their Applications 115 (1), 31-40, 2005 | 70 | 2005 |
Jump–type lévy processes E Eberlein Handbook of financial time series, 439-455, 2009 | 65 | 2009 |