Browsing byAuthorSchlögl, E
Showing results 1 to 16 of 16
| 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 |
| 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 |
