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Browsing byAuthorSchlögl, E
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Showing results 13 to 22 of 22
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Issue Date
Title
Author(s)
2019-08-01
ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM
Alfeus, M
;
Schlögl, E
2013-03-01
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, E
2021-12-16
Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation
Gellert, K
;
Schlögl, E
2018-10-01
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
Cheng, B
;
Nikitopoulos, CS
;
Schlögl, E
2021-01-04
Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
Feng, Y
;
Rudd, R
;
Baker, C
;
Mashalaba, Q
;
Mavuso, M
;
Schlögl, E
2019-05-01
Regime switching rough Heston model
Alfeus, M
;
Overbeck, L
;
Schlögl, E
2022-01-01
Short Rate Dynamics: A Fed Funds and SOFR perspective
Gellert, K
;
Schlögl, E
2022-11-07
SOFR Term Structure Dynamics - Discontinuous Short Rates and Stochastic Volatility Forward Rates
Brace, A
;
Gellert, K
;
Schlögl, E
2023-09-01
TERM RATES, MULTICURVE TERM STRUCTURES AND OVERNIGHT RATE BENCHMARKS: A ROLL–OVER RISK APPROACH
Backwell, A
;
Macrina, A
;
Schlögl, E
;
Skovmand, D
2023-04-28
Term Structure Modeling of SOFR: Evaluating the Importance of Scheduled Jumps
Schlögl, E
;
Skov, JB
;
Skovmand, D