Erik Schlögl

Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

A. Macrina, D. Skovmand, Alex Backwell, 2019, SSRN Electronic Journal.

Estimation When Both Covariance and Precision Matrices are Sparse

Zdravko I. Botev, Erik Schlogl, Shev Macnamara, 2021, 2021 Winter Simulation Conference (WSC).

The Impact of Jumps on American Option Pricing: The S&P 100 Options Case.

Christina Sklibosios Nikitopoulos, E. Schlögl, Boda Kang, 2019, SSRN Electronic Journal.

Empirical Hedging Performance on Long-Dated Crude Oil Derivatives

Christina Sklibosios Nikitopoulos, Benjamin Cheng, Erik Schlögl, 2016 .

QUANTITATIVE FINANCE RESEARCH CENTRE QUANTITATIVE F INANCE RESEARCH CENTRE QUANTITATIVE FINANCE RESEARCH CENTRE

Benjamin Cheng, E. Schlögl, C. S. Nikitopoulos, 2016 .