Ernst Eberlein

Mathematiker

Born: 1945

Has participated in:

Dependence in probability and statistics : a survey of recent results, (Oberwolfach, 1985)
Die Edgeworth-Approximation zur Kalibrierung eines Lévy-Hybridmodells unter dem physikalischen Maß
A multiple-curve Lévy forward rate model in a two-price economy
Valuation of portfolio credit derivatives and data-based default prediction = Bewertung von Portfoliokreditderivaten und datenbasierte Ausfallprediktion

All Objects (6)

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