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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Schlögl, Erik"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Schlögl, Erik
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Discussion papers / CEPR
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The risk management of minimum return guarantees
Mahayni, Antje
;
Schlögl, Erik
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2003
Persistent link: https://www.econbiz.de/10002250900
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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
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2010
Persistent link: https://www.econbiz.de/10008662192
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
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2005
Persistent link: https://www.econbiz.de/10003194455
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