Ernst Eberlein

Finance · 2001–2010

A researcher in the Science corpus: 11 papers; trusts 28 researchers and is trusted by 55 researchers here, as inferred from the citation graph.

Subfields

Whom Ernst Eberlein trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter P. Carr
  2. Ole E. Barndorff-Nielsen
  3. Dilip B Madan 5
  4. Jan Kallsen
  5. Wim Schoutens
  6. Sebastian Raible
  7. Tim Bollerslev
  8. Robert F. Engle
  9. Helyette Geman
  10. Tomasz R. Bielecki

Who trusts Ernst Eberlein overall

  1. Antonis Papapantoleon
  2. N. H. Bingham
  3. Sebastian Raible
  4. Svetlana Boyarchenko
  5. Ana-Maria Matache
  6. Ole E. Barndorff-Nielsen
  7. Mark S. Veillette
  8. Conall O’Sullivan
  9. Ariel Almendral
  10. S. Chen

Papers from Ernst Eberlein's perspective

Ordered by how strongly the researchers Ernst Eberlein trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  3. The Variance Gamma Process and Option Pricing
  4. Generalized autoregressive conditional heteroskedasticity
  5. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  6. Processes of normal inverse Gaussian type
  7. Financial Modelling with Jump Processes
  8. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  9. Characterization of dependence of multidimensional Lévy processes using Lévy copulas
  10. The Fine Structure of Asset Retums : An Empirical Investigation '

Their papers