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Disambiguation of "Schlögl, Erik"

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Interest rate factor models

. Bonn, (1997)

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Erik Schlögl

Bärbel Schlögl

Robert Schlögl

Herwig Schlögl

Andreas Schlögl

 

Other publications of authors with the same name

The Risk Management of Minimum Return Guarantees, and . BuR - Business Research, 1 (1): 55-76 (2008)pdf-file with fulltext.A simulation study of binomial term structure models, and . Discussion Paper / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn SFB 303, Bonn, (1993)Estimation When Both Covariance and Precision Matrices are Sparse., , and . WSC, page 1-11. IEEE, (2021)A Control Variate Method for Monte Carlo Simulations of Heath--Jarrow--Morton Models with Jumps, , and . Applied Mathematical Finance, 14 (5): 365--399 (2007)Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation., and . CoRR, (2018)A multicurrency extension of the lognormal interest rate Market Models.. Finance and Stochastics, 6 (2): 173-196 (2002)Interest rate factor models. Bonn, (1997)A square root interest rate model fitting discrete initial term structure data, and . Applied Mathematical Finance, 7 (3): 183--209 (2000)Quantitative finance. Taylor & Francis, New York, (2006)