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Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein by Antonis Papapantoleon, Jan Kallsen (Paperback, 2018)

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Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. - An Interview with Ernst Eberlein. - Part I: Flexible Lévy-based models. - O. Barndorff-Nielsen: Gamma kernels and BSS/LSS processes.