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Eberlein, Ernst


 SSRN Author Rank: 11,395 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
2,370
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
585
(25,034)
12

2.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
13 Jan 07
403
(40,695)
 

3.  
Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-113
Working Paper Series
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
244
(72,816)
1

4.  
On Correlating Lévy Processes | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-118
Working Paper Series
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
240
(74,033)
4

5.  
Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-136
Working Paper Series
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
202
(88,428)
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
166
(106,381)
10

7.  
The Distribution of Returns at Longer Horizons | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-146
Working Paper Series
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
112
(147,237)
 

8.  
On Pricing Risky Loans and Collateralized Fund Obligations | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-145
Working Paper Series
Eberlein, Ernst
University of Freiburg
Geman, Hélyette
University of London, Birkbeck College - School of 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
83
(180,274)
 

9.  
Short Positions, Rally Fears and Option Markets | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-120
Working Paper Series
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
75
(191,673)
2

10.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Yor, Marc
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
66
(205,984)
 

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
59
(218,225)
 

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
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
50
(236,047)
 

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
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
39
(261,040)
1

14.  
Eberlein, Ernst
University of Freiburg
Grbac, Zorana
University of Paris 7 Denis Diderot
Schmidt, Thorsten
Chemnitz University of Technology
Posted:
30 Aug 12
34
(274,341)
 

15.  
Valuation of Floating Range Notes in Levy Term-Structure Models | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 2, pp. 237-254, April 2006
Accepted Paper Series
Eberlein, Ernst
University of Freiburg
Kluge, Wolfgang
University of Freiburg (Germany) - Institut für Mathematische Stochastik
Posted:
08 May 06
12
(357,948)
4

16.  
Rating Based Lévy Libor Model | Show Abstract | Download |
Mathematical Finance, Vol. 23, Issue 4, pp. 591-626, 2013
Accepted Paper Series
Eberlein, Ernst
University of Freiburg
Grbac, Zorana
Université d'Évry
Posted:
06 Aug 13
0
(420,729)
 

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

18.  
Exact Pricing Formulae for Caps and Swaptions in a LéVy Term Structure Model | Show Abstract |
Journal of Computational Finance, Vol. 9, No. 2, Spring 2006
Accepted Paper Series
Eberlein, Ernst
University of Freiburg
Kluge, Wolfgang
University of Freiburg (Germany) - Institut für Mathematische Stochastik
Posted:
10 May 06
 

19.  
New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model | Show Abstract |
Journal Of Business, Vol. 71, No. 3, July 1998
Accepted Paper Series
Eberlein, Ernst
University of Freiburg
Keller, Ulrich
University of Freiburg (Germany)
Prause, Karsten
University of Freiburg (Germany)
Posted:
22 Jul 98
 

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


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