Browsing All of EconStor by Author Schlögl, Erik
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2003 | The Risk Management of Minimum Return Guarantees | Mahayni, Antje; Schlögl, Erik |
2008 | The Risk Management of Minimum Return Guarantees | Mahayni, Antje; Schlögl, Erik |
2021 | Quantifying the model risk inherent in the calibration and recalibration of option pricing models | Feng, Yu; Rudd, Ralph; Baker, Christopher; Mashalaba, Qaphela; Mavuso, Melusi; Schlögl, Erik |
2021 | Parameter learning and change detection using a particle filter with accelerated adaptation | Gellert, Karol; Schlögl, Erik |