Erik Schlögl

According to our database, Erik Schlögl authored at least 3 papers between 2002 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Estimation When Both Covariance and Precision Matrices are Sparse.

Shev MacNamara, Erik Schlögl, Zdravko I. Botev

Proceedings of the Winter Simulation Conference, 2021

2018

Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation.

Karol Gellert, Erik Schlögl

CoRR, 2018

2002

A multicurrency extension of the lognormal interest rate Market Models.

Erik Schlögl

Finance Stochastics, 2002