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Showing results 5 to 9 of 9
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Issue Date
Title
Author(s)
2010-01
Lognormal forward market model (LFM) volatility function approximation
Chung, I
;
Dun, T
;
Schlogl, E
;
Chiarella, C
;
Novikov, A
2008-01
Markov Models for CDOs
Schlogl, E
;
Meissner, G
2002-01
A multicurrency extension of the lognormal interest rate market models
Schlogl, E
2008-01
The Risk Management of Minimum Return Guarantees
Mahayni, AB
;
Schlogl, E
2001-01
Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model
Dun, T
;
Barton, GW
;
Schlogl, E