Items where Author is "Eberlein, E."
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Ballotta, L. 
ORCID: 0000-0002-2059-6281, Eberlein, E. & Rayée, G. (2025).
The term structure of implied correlations between S&P and VIX markets.
Frontiers of Mathematical Finance, 5,
pp. 73-93.
doi: 10.3934/fmf.2025005
Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (2021).
Fourier based methods for the management of complex life insurance products.
Insurance: Mathematics and Economics, 101(B),
pp. 320-341.
doi: 10.1016/j.insmatheco.2021.08.009
Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (2020).
Variable annuities in a Lévy-based hybrid model with surrender risk.
Quantitative Finance, 20(5),
pp. 867-886.
doi: 10.1080/14697688.2019.1687929