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Eberlein, Ernst


 SSRN Author Rank: 11,812 by Downloads
 Professor
 

University of Freiburg


 Department of Mathematical Stochastics
 Eckerstrasse 1
 D-79104, Freiburg
 Germany
 ++49 761 203 5660 (Phone)
 ++49 761 203 5661 (Fax)
 email address

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. Eberlein, Ernst's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,437
Total
Citations
35
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Eberlein, Ernst
University of Freiburg
Posted:
15 Jan 07
594
(26,466)
12

2.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
13 Jan 07
403
(43,837)
 

3.  
Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk | Show Abstract | Download This Paper |
Robert H. Smith School Research Paper No. RHS 06-113
Number of Pages in PDF File: 20
Eberlein, Ernst
University of Freiburg
Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
03 May 10
254
(74,708)
1

4.  
On Correlating Lévy Processes | Show Abstract | Download This Paper |
Robert H. Smith School Research Paper No. RHS 06-118
Number of Pages in PDF File: 17
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
13 May 10
244
(78,024)
4

5.  
Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk | Show Abstract | Download This Paper |
Robert H. Smith School Research Paper No. RHS 06-136
Number of Pages in PDF File: 57
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Eberlein, Ernst
University of Freiburg
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jan 11
Last Revised:
25 Oct 11
206
(92,863)
1

6.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
10 May 10
169
(111,948)
10

7.  
The Distribution of Returns at Longer Horizons | Show Abstract | Download This Paper |
Robert H. Smith School Research Paper No. RHS 06-146
Number of Pages in PDF File: 20
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
30 Jan 11
114
(154,896)
 

8.  
On Pricing Risky Loans and Collateralized Fund Obligations | Show Abstract | Download This Paper |
Robert H. Smith School Research Paper No. RHS 06-145
Number of Pages in PDF File: 19
Eberlein, Ernst
University of Freiburg
Geman, Hélyette
University of London - Economics, Mathematics and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
30 Jan 11
84
(190,764)
 

9.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Yor, Marc
Université Paris VI Pierre et Marie Curie
Posted:
18 Mar 13
81
(195,037)
 

10.  
Short Positions, Rally Fears and Option Markets | Show Abstract | Download This Paper |
Robert H. Smith School Research Paper No. RHS 06-120
Number of Pages in PDF File: 23
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
13 May 10
77
(201,107)
2

11.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Mar 13
65
(221,149)
 

12.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Schoutens, Wim
KU Leuven - Department of Mathematics
Yor, Marc
Université Paris VI Pierre et Marie Curie
Posted:
18 Mar 13
52
(247,077)
 

13.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Yor, Marc
Université Paris VI Pierre et Marie Curie
Posted:
18 Mar 13
43
(267,910)
1

14.  
Eberlein, Ernst
University of Freiburg
Grbac, Zorana
Université Paris VII Denis Diderot
Schmidt, Thorsten
Chemnitz University of Technology
Posted:
30 Aug 12
39
(278,227)
 

15.  
Valuation of Floating Range Notes in Levy Term-Structure Models | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 2, pp. 237-254, April 2006
Number of Pages in PDF File: 18
Eberlein, Ernst
University of Freiburg
Kluge, Wolfgang
University of Freiburg - Institut für Mathematische Stochastik
Posted:
08 May 06
12
(380,453)
4

16.  
Rating Based Lévy Libor Model | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 23, Issue 4, pp. 591-626, 2013
Number of Pages in PDF File: 36
Eberlein, Ernst
University of Freiburg
Grbac, Zorana
Université d'Évry
Posted:
06 Aug 13
0
(444,360)
 

17.  
Hedge Fund Performance: Sources and Measures | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 3, pp. 267-282, 2009
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
 

18.  
Eberlein, Ernst
University of Freiburg
Kluge, Wolfgang
University of Freiburg - Institut für Mathematische Stochastik
Posted:
10 May 06
 

19.  
Eberlein, Ernst
University of Freiburg
Keller, Ulrich
University of Freiburg
Prause, Karsten
University of Freiburg
Posted:
22 Jul 98
 

20.  
On the Range of Options Prices | Show Abstract |
FINANCE AND STOCHASTICS, Vol. I No. 2, 1997
Eberlein, Ernst
University of Freiburg
Jacod, Jean
Université Paris VI Pierre et Marie Curie
Posted:
10 Apr 97
 


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