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~person:"Schlögl, Erik"
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Optionspreistheorie
35
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34
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17
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13
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Schlögl, Erik
Kleijnen, Jack P. C.
140
Madan, Dilip B.
90
Joshi, Mark S.
88
Chiarella, Carl
81
Sutherland, Holly
79
Cui, Zhenyu
78
Härdle, Wolfgang
74
Fabozzi, Frank J.
73
Creedy, John
72
Koopman, Siem Jan
67
Stentoft, Lars
67
Takahashi, Akihiko
64
Peichl, Andreas
63
Carr, Peter
62
Platen, Eckhard
60
McAleer, Michael
58
Schoutens, Wim
57
Dijk, Herman K. van
56
Scaillet, Olivier
55
Pesaran, M. Hashem
53
Wystup, Uwe
51
Elliott, Robert J.
49
Jacobs, Kris
46
Merz, Joachim
45
Belomestny, Denis
44
Hull, John
44
Benth, Fred Espen
43
Glasserman, Paul
43
Immervoll, Herwig
43
Kapetanios, George
43
O'Donoghue, Cathal
42
Alexander, Carol
41
Nelson, Barry L.
40
Kleijnen, Jack P.C.
39
Schoenmakers, John
39
Tsionas, Efthymios G.
39
Reed, W. Robert
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
37
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10
International journal of theoretical and applied finance
2
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2
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1
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1
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1
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ECONIS (ZBW)
36
EconStor
1
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1
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1
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
2
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
3
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000981246
Saved in:
4
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
Saved in:
5
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
Saved in:
6
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
7
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
8
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
9
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
10
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
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