Lutz Schlögl

University of Bonn - Institute of Statistics

Adenauerallee 24-26, 53113 Bonn

Bonn, 53113

Germany

  • University of Bonn - Institute of Statistics

    • Email
    • Tel: +49 228 739271
    • Fax: +49 228 735050
SCHOLARLY PAPERS

2

DOWNLOADS
Rank 45,995

SSRN RANKINGS

Top 45,995

in Total Papers Downloads

988

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

A Square-Root Interest Rate Model Fitting Discrete Initial Term Structure Data

Number of pages: 35 Posted: 17 Apr 2000
Erik Schlögl and Lutz Schlögl
University of Technology Sydney (UTS), Quantitative Finance Research Centre and University of Bonn - Institute of Statistics
Downloads 531 (55,570)

Abstract:

Loading...

2.

Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives

April 1999
Number of pages: 24 Posted: 04 May 1999
Antje Brigitte Mahayni, Erik Schlögl and Lutz Schlögl
Mercator School of Management, University of Technology Sydney (UTS), Quantitative Finance Research Centre and University of Bonn - Institute of Statistics
Downloads 457 (66,992)
Citation 1

Abstract:

Loading...