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Glau, K.; Grbac, Z.; Papapantoleon, A.
A Unified View on LIBOR Models
accepted for publication in the Festschrift in honour of Ernst Eberlein
2016

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Glau, Kathrin
Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations
SIAM Journal Theory of Probability and Its Application
2016
60/3
383–406

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Glau, K.
Feynman-Kac Formula for Lévy Processes with Discontinuous Killing Rate
Finance and Stochastics
2016
20/4
1021–1059

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Eberlein, E.; Glau, K.
Variational Solutions of the Pricing PIDE for European Options in Lévy Models
Applied Mathematical Finance
2014
21/5
417-450

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Eberlein, E.; Glau, K.; Papapantoleon, A.
Analyticity of the Wiener-Hopf Factors and Valuation of Exotic Options in Lévy Models
Advanced Mathematical Methods for Finance
2011
223-245

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Eberlein, E.; Glau, K.; Papapantoleon, A.
Analysis of Fourier Transform Valuation Formulas and Applications
Applied Mathematical Finance
2010
17/3
211–240