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A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000855571
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Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666
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Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000649190
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A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
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A hybrid commodity and interest rate
Pilz, K. F.; Schlögl, Erik - 2009
Persistent link: https://www.econbiz.de/10008662358
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A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang; Schlögl, Erik - 2014
Persistent link: https://www.econbiz.de/10011344803
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Calibration of multicurrency LIBOR market models
Pilz, Kay Frederik; Schlögl, Erik - 2010
Persistent link: https://www.econbiz.de/10009564650
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A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl; Schlögl, Erik; Nikitopoulos, Christina - 2004
Persistent link: https://www.econbiz.de/10002431669
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Simulated swaption delta-hedging in the lognormal forward LIBOR model
Dun, Tim; Barton, Geoff; Schlögl, Erik - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 677-709
Persistent link: https://www.econbiz.de/10001600372
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A multicurrency extension of the lognormal interest rate market models
Schlögl, Erik - In: Finance and stochastics 6 (2002) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001662467