Ernst Eberlein

Identifiers

• name variant Ernst Eberlein 0.60 · backfill

Papers (6)

1. Variable annuities in a L\'evy-based hybrid model with surrender risk q-fin.MF · 2019 · author #2
2. Multiple curve L\'evy forward price model allowing for negative interest rates q-fin.MF · 2018 · author #1
3. Discrete tenor models for credit risky portfolios driven by time-inhomogeneous L\'evy processes q-fin.PR · 2010 · author #1
4. Analyticity of the Wiener-Hopf factors and valuation of exotic options in L\'evy models q-fin.PR · 2009 · author #1
5. Analysis of Fourier transform valuation formulas and applications q-fin.PR · 2008 · author #1
6. Esscher transform and the duality principle for multidimensional semimartingales math.PR · 2008 · author #1

Mentions

• 1006.2012 #1 · backfill · confidence 0.70 Ernst Eberlein
• 0911.0373 #1 · backfill · confidence 0.70 Ernst Eberlein
• 0809.3405 #1 · backfill · confidence 0.70 Ernst Eberlein
• 0809.0301 #1 · backfill · confidence 0.70 Ernst Eberlein

Frequent Coauthors

• Antonis Papapantoleon 3 shared papers
• Kathrin Glau 2 shared papers
• Thorsten Schmidt 2 shared papers
• Zorana Grbac 2 shared papers
• Albert N. Shiryaev 1 shared papers
• Christoph Gerhart 1 shared papers
• Laura Ballotta 1 shared papers
• Raghid Zeineddine 1 shared papers