University of St.Gallen
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Titel Autoren / Hrsg. Jahr Typ  
 
Semi-nonparametric estimation of the call-option pric... Matthias Fengler... 2015 Artikel (wissens...
   
A variance spillover analysis without covariances: wh... Matthias Fengler... 2015 Artikel (wissens...
   
Measuring spot variance spillovers when (co)variances... Matthias Fengler... 2015 Arbeitspapier
   
Managing Risk with a Realized Copula Parameter Matthias Fengler... 2014 Artikel (wissens...
   
A simple and general approach to fitting the discount... Matthias Fengler... 2014 Arbeitspapier
   
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...
   
Static hedges for reverse barrier options with robust... Matthias Fengler... 2011 Artikel (wissens...
   
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...
   
 
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