Schlögl, Erik

1. Short Rate Dynamics: A Fed Funds and SOFR perspective
   2021/01/12 by Gellert, Karol, Schlögl, Erik · 2 citations
   #FOS: Economics and business #General Finance (q-fin.GN) #Mathematical Finance (q-fin.MF)
2. Model Risk Measurement under Wasserstein Distance
   2018/09/11 by Feng, Yu, Schlögl, Erik · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk Management (q-fin.RM)
3. Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
   2018/10/22 by Feng Yu, Ralph Rudd, Feng, Yu +9 · 1 citation
   Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM) #Stochastic processes and financial applications
4. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
   2018/09/18 by Alfeus, Mesias, Grasselli, Martino, Schlögl, Erik · 1 citation
   #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR)