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