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Unternehmenschancen im Bereich Verkehrstelematik
Schuster, Bernd; Andree, R.; Schwanzer, W.; Boltze, M.; … - Fachbereich Rechts- und Wirtschaftswissenschaften, … - 2000
Persistent link: https://www.econbiz.de/10008524465
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Factor distributions implied by quoted CDO spreads
Schlögl, Erik; Schlögl, Lutz - In: Frontiers in quantitative finance : volatility and …, (pp. 217-234). 2009
Persistent link: https://www.econbiz.de/10003787605
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Credit dynamics in a first passage time model with jumps
Packham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M. - 2009
Persistent link: https://www.econbiz.de/10003905500
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Credit gap risk in a first passage time model with jumps
Packham, Natalie; Schlögl, Lutz; Schmidt, Wolfgang M. - 2009
Persistent link: https://www.econbiz.de/10003906967
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Factor distributions implied by quoted CDO spreads tranche pricing
Schlögl, Erik; Schlögl, Lutz - 2007
Persistent link: https://www.econbiz.de/10003437599
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A note on the large homogeneous portfolio approximation with the student-t copula
Schlögl, Lutz; O'Kane, Dominic - In: Finance and stochastics 9 (2005) 4, pp. 577-584
Persistent link: https://www.econbiz.de/10003133291
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An examination of the effects of parameter misspecification
Dudenhausen, Antje (contributor); Schlögl, Lutz (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761
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Aspects of term structure modelling : implementation and default risk
Schlögl, Lutz - 2001
Persistent link: https://www.econbiz.de/10001576732
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Default risk in a market model
Lotz, Christopher; Schlögl, Lutz - In: Journal of banking & finance 24 (2000) 1/2, pp. 301-327
Persistent link: https://www.econbiz.de/10001432996
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A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik; Schlögl, Lutz - In: Applied mathematical finance 7 (2000) 3, pp. 183-209
Persistent link: https://www.econbiz.de/10001590502