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Sebastian Raible · Study
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Sebastian Raible
3 works
· latest 2004
· 1 institutions
cluster: provisional
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606
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Most cited in this library
Term Structure Models Driven by General Lévy Processes
1999 · 271 citations
Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
2000 · 216 citations
L�vy term structure models: No-arbitrage and completeness
2004 · 119 citations
Works
3 shown
L�vy term structure models: No-arbitrage and completeness
Finance and Stochastics
·
2004
·
3 authors
119
citations
Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
FreiDok plus (Universitätsbibliothek Freiburg)
·
2000
·
1 author
·
thesis
·
Open access
216
citations
Term Structure Models Driven by General Lévy Processes
Mathematical Finance
·
1999
·
2 authors
271
citations