OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing byAuthorSchlögl, E

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Issue Date	Title	Author(s)
2022-12-16	A hybrid commodity and interest rate market model	Pilz, KF; Schlögl, E
2022-12-09	A Hyperbolic Bid Stack Approach to Electricity Price Modelling	Katona, K; Nikitopoulos, CS; Schlögl, E
2023-04-25	A Price Mechanism Survey of the Australian National Electricity Market	Katona, K; Sklibosios Nikitopoulos, C; Schlögl, E
2009-03-01	Alternative defaultable term structure models	Bruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E; Schlögl, E
2023-02-01	Analysing Quantiles in Models of Forward Term Rates	McWalter, TA; Schlögl, E; van Appel, J
2017-06-03	Calibrating a market model with stochastic volatility to commodity and interest rate risk	Karlsson, P; Pilz, KF; Schlögl, E
2011-11-01	Equity-linked pension schemes with guarantees	Nielsen, JA; Sandmann, K; Schlögl, E
2012-01-03	Factor Distributions Implied by Quoted CDO Spreads	Schlögl, E; Schlögl, L
2013-04-01	A hybrid commodity and interest rate market model	Pilz, KF; Schlögl, E
2019-01-01	Interest rate risk in long-dated commodity options positions: To hedge or not to hedge?	Cheng, B; Nikitopoulos, CS; Schlögl, E
2007-02-01	A Markovian defaultable term structure model with state dependent volatilities	Chiarella, C; Sklibosios, CN; Schlögl, E
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

Showing results 1 to 20 of 21 next >