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title authors / eds. year type  
 
A Dynamic Copula Approach to Recovering the Index Imp... Matthias Fengler... 2012 journal paper
   
A semiparametric factor model for implied volatility ... Matthias Fengler... 2007 journal paper
   
A simple and general approach to fitting the discount... Matthias Fengler... 2014 working paper
   
A variance spillover analysis without covariances: wh... Matthias Fengler... 2015 journal paper
   
Arbitrage-free smoothing of the implied volatility surface Matthias Fengler 2009 journal paper
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 working paper
   
Basket volatility and correlation Matthias Fengler... 2007 book chapter
   
Common Factors Governing VDAX Movements and the Maxim... Matthias Fengler... 2002 journal paper
   
Does hedging with implied volatility factors improve ... Matthias Fengler... 2009 journal paper
   
DSFM fitting of implied volatility surfaces Matthias Fengler... 2005 book chapter
   
Fitting the Smile Revisited: A Least Squares Kernel E... Matthias Fengler... 2003 working paper
   
Hedging under alternative stickiness assumptions: an ... Matthias Fengler... 2009 journal paper
   
Least Squares Kernel Smoothing of the Implied Volatil... Matthias Fengler... 2009 book chapter
   
Managing Risk with a Realized Copula Parameter Matthias Fengler... 2014 journal paper
   
Measuring spot variance spillovers when (co)variances... Matthias Fengler... 2015 working paper
   
Multivariate volatility models Matthias Fengler... 2009 book chapter
   
On Extracting Information Implied in Options Matthias Fengler... 2007 journal paper
   
Option data and modeling BSM implied volatility Matthias Fengler 2012 book chapter
   
 
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