Browsing byAuthorSchlogl, E
Showing results 1 to 9 of 9
Issue Date | Title | Author(s) |
2007-01 | A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps | Chiarella, C; Nikitopoulos Sklibosios, C; Schlogl, E |
2004-01 | Correlating market models | Choy, B; Dun, T; Schlogl, E |
2010-01 | Duffie-Singleton Model | Schlogl, L; Schlogl, E; al, RCE |
2021-01-01 | Estimation When Both Covariance and Precision Matrices are Sparse | MacNamara, S; Schlogl, E; Botev, Z |
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 |