Lutz Schlögl

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Joint distributions of portfolio losses and exotic portfolio products
International Journal of Theoretical and Applied Finance
2014-07-17Paper
Credit gap risk in a first passage time model with jumps
Quantitative Finance
2014-03-04Paper
A square root interest rate model fitting discrete initial term structure data
Applied Mathematical Finance
2002-09-05Paper


Research outcomes over time


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