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title authors / eds. year type  
 
Semi-nonparametric estimation of the call price surfa... Matthias Fengler... 2011 working paper
   
Realized Copula Matthias Fengler... 2012 working paper
   
Fitting the Smile Revisited: A Least Squares Kernel E... Matthias Fengler... 2003 working paper
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 working paper
   
Additive modeling of realized variance: tests for par... Matthias Fengler... 2013 working paper
   
Hedging under alternative stickiness assumptions: an ... Matthias Fengler... 2009 journal paper
   
Does hedging with implied volatility factors improve ... Matthias Fengler... 2009 journal paper
   
Arbitrage-free smoothing of the implied volatility surface Matthias Fengler 2009 journal paper
   
A semiparametric factor model for implied volatility ... Matthias Fengler... 2007 journal paper
   
On Extracting Information Implied in Options Matthias Fengler... 2007 journal paper
   
Price Variability and Price Dispersion in a Stable Mo... Matthias Fengler... 2007 journal paper
   
Static versus Dynamic Hedges: An Empirical Comparison... Matthias Fengler... 2006 journal paper
   
Quoting multiasset equity options in the presence of ... Matthias Fengler... 2004 journal paper
   
The dynamics of implied volatilities: A common princi... Matthias Fengler... 2003 journal paper
   
Common Factors Governing VDAX Movements and the Maxim... Matthias Fengler... 2002 journal paper
   
Static hedges for reverse barrier options with robust... Matthias Fengler... 2011 journal paper
   
A Dynamic Copula Approach to Recovering the Index Imp... Matthias Fengler... 2012 journal paper
   
Option data and modeling BSM implied volatility Matthias Fengler 2012 book chapter
   
 
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