Fehmi Özkan und Ernst Eberlein - Info zur Person

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The Lévy LIBOR model - EconBiz

www.econbiz.de

The Lévy LIBOR model. Ernst Eberlein; Fehmi Özkan. Year of Publication: Authors: Eberlein, Ernst; Özkan, Fehmi. Published in: Finance and stochastics.

The defaultable Lévy term structure : ratings and restructuring -...

www.econbiz.de

Verfasserangabe: Ernst Eberlein and Fehmi Özkan. Jahr: Person: Eberlein, Ernst; Özkan, Fehmi. Erschienen in: Mathematical finance : an international ...

Advanced Modelling in Mathematical Finance: In Honour of Ernst...

books.google.de

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May...

BFS Abstracts: Eberlein_Ernst-184

web.ma.utexas.edu

Ernst Eberlein, Fehmi Özkan. We introduce the intensity-based defaultable Lévy term structure model. It generalizes the default-free Lévy term structure model ...

Ernst Eberlein - dblpdblp.org › Persons

dblp.org

https://dblp.org/rec/journals/fs/EberleinO05. Ernst Eberlein, Fehmi Özkan: The Lévy LIBOR model. Finance Stochastics 9(3): (2005).

EconPapers: The Lévy LIBOR model

econpapers.repec.org

By Ernst Eberlein and Fehmi Özkan; Abstract: Models driven by Lévy processes are attractive because of their greater flexibility compared to classical diffusion

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