Erik Schl\"ogl

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Papers (5)

1. Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models q-fin.RM · 2018 · author #6
2. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors q-fin.PR · 2018 · author #3
3. Model Risk Measurement under Wasserstein Distance q-fin.MF · 2018 · author #2
4. Arbitrage-Free Interpolation in Models of Market Observable Interest Rates q-fin.MF · 2018 · author #1
5. Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation stat.ML · 2018 · author #2

Mentions

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Frequent Coauthors

• Yu Feng 2 shared papers
• Christopher Baker 1 shared papers
• Karol Gellert 1 shared papers
• Martino Grasselli 1 shared papers
• Melusi Mavuso 1 shared papers
• Mesias Alfeus 1 shared papers
• Qaphela Mashalaba 1 shared papers
• Ralph Rudd 1 shared papers