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Lutz Schlögl
University of Bonn - Institute of Statistics
Adenauerallee 24-26, 53113 Bonn
Bonn, 53113
Germany
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Tel: +49 228 739271
Fax: +49 228 735050
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SCHOLARLY PAPERS
2
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Scholarly Papers (2)
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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
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538
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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
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463
(87,061)
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