Springer Finance - Mathematical Finance
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Published By Springer International Publishing

9783030261054, 9783030261061
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Affine and Polynomial Processes

2019 ◽  
pp. 337-372
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen

Stochastic Integration

2019 ◽  
pp. 171-248
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Stochastic Integration

Interest Rate Models

2019 ◽  
pp. 663-731
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Interest Rate ◽  
Interest Rate Models

Arbitrage-Based Valuation and Hedging of Derivatives

2019 ◽  
pp. 537-593
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen

Discrete Stochastic Calculus

2019 ◽  
pp. 5-96
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Stochastic Calculus

Optimal Control

2019 ◽  
pp. 373-403
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Optimal Control

Mean-Variance Hedging

2019 ◽  
pp. 595-615
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Mean Variance

Markets, Strategies, Arbitrage

2019 ◽  
pp. 439-459
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen

Lévy Processes

2019 ◽  
pp. 97-169
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Lévy Processes ◽  
Levy Processes

Optimal Investment

2019 ◽  
pp. 461-535
Author(s):  
Ernst Eberlein ◽  
Jan Kallsen
Keyword(s):  
Optimal Investment
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