{"id":{"repo_id":"freiburg-diss","oai_identifier":"oai:freidok.uni-freiburg.de:2041"},"canonical_url":"https://search.dev.ndltd.org/etd/freiburg-diss/oai:freidok.uni-freiburg.de:2041","repository":{"repo_id":"freiburg-diss","name":"University of Freiburg","base_url":"https://freidok.uni-freiburg.de/oai/oai2.php"},"display":{"title":"Time-inhomogeneous Lévy processes in cross-currency market models","abstract":"Anwendung von der zeit-inhomogenen Levy Prozessen <br>für die Bewertung von Cross-Currency Derivaten.","abstract_html":"Anwendung von der zeit-inhomogenen Levy Prozessen &lt;br&gt;für die Bewertung von Cross-Currency Derivaten.","abstract_has_math":false,"creators":["Koval, Nataliya"],"institution":null,"degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":["Eberlein, Ernst"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":null,"date_issued":"","date_published":null,"updated_at":"2026-07-24T02:22:33Z","subjects":["Zeit-inhomogene Levy Prozesse","Cross-Currency Marktmodel","Semimartingale","time-inhomogeneous Levy processes","cross-currency market model","semimartingale theory"],"languages":[],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://freidok.uni-freiburg.de/data/2041","outbound_label":"Repository record","outbound_source":"source_url"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Eberlein, Ernst"]},{"key":"dc:creator","label":"Author","values":["Koval, Nataliya"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:type","label":"Dc Type","values":["DoctoralThesis"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Zeit-inhomogene Levy Prozesse","Cross-Currency Marktmodel","Semimartingale","time-inhomogeneous Levy processes","cross-currency market model","semimartingale theory"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["Anwendung von der zeit-inhomogenen Levy Prozessen <br>für die Bewertung von Cross-Currency Derivaten.","Application of time-inhomogeneous Levy Processes to the pricing of cross-currency derivatives."]},{"key":"dc:format.medium","label":"Dc Format Medium","values":["application/pdf"]},{"key":"dc:title","label":"Title","values":["Time-inhomogeneous Lévy processes in cross-currency market models","Zeit-inhomogene Levy Prozesse in Cross-Currency Marktmodellen"]}]}],"canonical_facts":{"dc:contributor":["Eberlein, Ernst"],"dc:creator":["Koval, Nataliya"],"dc:description.abstract":["Anwendung von der zeit-inhomogenen Levy Prozessen <br>für die Bewertung von Cross-Currency Derivaten.","Application of time-inhomogeneous Levy Processes to the pricing of cross-currency derivatives."],"dc:format.medium":["application/pdf"],"dc:subject":["Zeit-inhomogene Levy Prozesse","Cross-Currency Marktmodel","Semimartingale","time-inhomogeneous Levy processes","cross-currency market model","semimartingale theory"],"dc:title":["Time-inhomogeneous Lévy processes in cross-currency market models","Zeit-inhomogene Levy Prozesse in Cross-Currency Marktmodellen"],"dc:type":["DoctoralThesis"]},"updated_at":"2026-07-24T02:22:33Z"}