Browsing byAuthorSchlögl, E

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Showing results 1 to 13 of 13
Issue DateTitleAuthor(s)
2009-03-01Alternative defaultable term structure modelsBruti-Liberati, N; Nikitopoulos-Sklibosios, C; Platen, E; Schlögl, E
2017-06-03Calibrating a market model with stochastic volatility to commodity and interest rate riskKarlsson, P; Pilz, KF; Schlögl, E
2011-11-01Equity-linked pension schemes with guaranteesNielsen, JA; Sandmann, K; Schlögl, E
2012-01-03Factor Distributions Implied by Quoted CDO SpreadsSchlögl, E; Schlögl, L
2013-04-01A hybrid commodity and interest rate market modelPilz, KF; Schlögl, E
2019-01-01Interest rate risk in long-dated commodity options positions: To hedge or not to hedge?Cheng, B; Nikitopoulos, CS; Schlögl, E
2007-02-01A Markovian defaultable term structure model with state dependent volatilitiesChiarella, C; Sklibosios, CN; Schlögl, E
2013-03-01Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary orderSchlögl, E
2021-12-16Parameter Learning and Change Detection Using a Particle Filter with Accelerated AdaptationGellert, K; Schlögl, E
2018-10-01Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?Cheng, B; Nikitopoulos, CS; Schlögl, E
2021-01-04Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing ModelsFeng, Y; Rudd, R; Baker, C; Mashalaba, Q; Mavuso, M; Schlögl, E
2019-05-01Regime switching rough Heston modelAlfeus, M; Overbeck, L; Schlögl, E