Hyperbolic distributions in finance E Eberlein, U Keller Bernoulli 1 (3), 281-299, 1995 | 1383 | 1995 |

New insights into smile, mispricing, and value at risk: The hyperbolic model E Eberlein, U Keller, K Prause The Journal of Business 71 (3), 371-405, 1998 | 588 | 1998 |

Application of generalized hyperbolic Lévy motions to finance E Eberlein Lévy processes, 319-336, 2001 | 415 | 2001 |

Term structure models driven by general Lévy processes E Eberlein, S Raible Mathematical Finance 9 (1), 31-53, 1999 | 361 | 1999 |

The generalized hyperbolic model: financial derivatives and risk measures E Eberlein, K Prause Mathematical Finance—Bachelier Congress 2000, 245-267, 2002 | 353 | 2002 |

On the range of options prices E Eberlein, J Jacod Finance and Stochastics 1 (2), 131-140, 1997 | 264 | 1997 |

Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes E Eberlein, EA Hammerstein Seminar on stochastic analysis, random fields and applications IV, 221-264, 2004 | 164 | 2004 |

Analysis of Fourier transform valuation formulas and applications E Eberlein, K Glau, A Papapantoleon Applied Mathematical Finance 17 (3), 211-240, 2010 | 155 | 2010 |

The lévy libor model E Eberlein, F Özkan Finance and Stochastics 9 (3), 327-348, 2005 | 139 | 2005 |

On strong invariance principles under dependence assumptions E Eberlein The Annals of Probability, 260-270, 1986 | 137 | 1986 |

Exact pricing formulae for caps and swaptions in a Lévy term structure model E Eberlein, W Kluge Journal of Computational Finance 9 (2), 2006 | 125 | 2006 |

Lévy term structure models: no-arbitrage and completeness E Eberlein, J Jacod, S Raible Finance and Stochastics 9 (1), 67-88, 2005 | 121 | 2005 |

Risk management based on stochastic volatility E Eberlein, J Kallsen, J Kristen Journal of Risk 5, 19-44, 2003 | 92 | 2003 |

On the duality principle in option pricing: semimartingale setting E Eberlein, A Papapantoleon, AN Shiryaev Finance and Stochastics 12 (2), 265-292, 2008 | 88 | 2008 |

The defaultable Lévy term structure: ratings and restructuring E Eberlein, F Özkan Mathematical Finance 13 (2), 277-300, 2003 | 85 | 2003 |

Dependence in probability and statistics: A survey of recent results E Eberlein, MS Taqqu Birkhäuser, 1986 | 78 | 1986 |

Esscher transform and the duality principle for multidimensional semimartingales E Eberlein, A Papapantoleon, AN Shiryaev The Annals of Applied Probability 19 (5), 1944-1971, 2009 | 68 | 2009 |

Equivalence of floating and fixed strike Asian and lookback options E Eberlein, A Papapantoleon Stochastic Processes and their Applications 115 (1), 31-40, 2005 | 67 | 2005 |

Valuation of floating range notes in Levy term‐structure models E Eberlein, W Kluge Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 60 | 2006 |

Weak convergence of partial sums of absolutely regular sequences E Eberlein Statistics & probability letters 2 (5), 291-293, 1984 | 58 | 1984 |