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  4. Bluhm, Christian [Author]; Overbeck, Ludger [Author]; Wagner, Christoph [Author]

    An introduction to credit risk modeling

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    Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2003

    Published in: Chapman & Hall/CRC financial mathematics series

  10. Overbeck, Ludger [Author] ; Röder, Jasmin [Other]

    Path-Dependent Backward Stochastic Volterra Integral Equations with Jumps, Differentiability and Duality Principle

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    [S.l.]: SSRN, [2018]

  16. Kromer, Eduard [Author] ; Overbeck, Ludger [Other]; Röder, Jasmin [Other]

    Feynman Kac for Functional Jump Diffusions with an Application to Credit Value Adjustment

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    [S.l.]: SSRN, [2015]

  20. Alfeus, Mesias [Author]; Overbeck, Ludger [Author]

    On numerical methods for spread options

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    Sydney: Quantitative Finance Research Centre, University of Technology Sydney, [2018]

    Published in: Quantitative Finance Research Centre: Research paper / Quantitative Finance Research Centre, University of Technology Sydney ; 388