University of St.Gallen
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Titel Autoren / Hrsg. Jahr Typ  
 
Additive modeling of realized variance: tests for par... Matthias Fengler... 2013 Arbeitspapier
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 Arbeitspapier
   
Realized Copula Matthias Fengler... 2012 Arbeitspapier
   
A Dynamic Copula Approach to Recovering the Index Imp... Matthias Fengler... 2012 Artikel (wissens...
   
Option data and modeling BSM implied volatility Matthias Fengler 2012 Buchkapitel
   
Semi-nonparametric estimation of the call price surfa... Matthias Fengler... 2011 Arbeitspapier
   
Static hedges for reverse barrier options with robust... Matthias Fengler... 2011 Artikel (wissens...
   
Least Squares Kernel Smoothing of the Implied Volatil... Matthias Fengler... 2009 Buchkapitel
   
Multivariate volatility models Matthias Fengler... 2009 Buchkapitel
   
Arbitrage-free smoothing of the implied volatility surface Matthias Fengler 2009 Artikel (wissens...
   
Does hedging with implied volatility factors improve ... Matthias Fengler... 2009 Artikel (wissens...
   
Hedging under alternative stickiness assumptions: an ... Matthias Fengler... 2009 Artikel (wissens...
   
Basket volatility and correlation Matthias Fengler... 2007 Buchkapitel
   
Price Variability and Price Dispersion in a Stable Mo... Matthias Fengler... 2007 Artikel (wissens...
   
On Extracting Information Implied in Options Matthias Fengler... 2007 Artikel (wissens...
   
A semiparametric factor model for implied volatility ... Matthias Fengler... 2007 Artikel (wissens...
   
Static versus Dynamic Hedges: An Empirical Comparison... Matthias Fengler... 2006 Artikel (wissens...
   
DSFM fitting of implied volatility surfaces Matthias Fengler... 2005 Buchkapitel
   
 
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