University of St.Gallen
research platform alexandria
search publications
browse publications
per persona
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
per anno

publications

titolo autori / ed. year tipo  
 
Semi-nonparametric estimation of the call-option pric... Matthias Fengler... 2015 Journal paper
   
A variance spillover analysis without covariances: wh... Matthias Fengler... 2015 Journal paper
   
Managing Risk with a Realized Copula Parameter Matthias Fengler... 2014 Journal paper
   
A simple and general approach to fitting the discount... Matthias Fengler... 2014 bozza lavoro
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 bozza lavoro
   
Additive modeling of realized variance: tests for par... Matthias Fengler... 2013 bozza lavoro
   
Option data and modeling BSM implied volatility Matthias Fengler 2012 capitolo libro
   
A Dynamic Copula Approach to Recovering the Index Imp... Matthias Fengler... 2012 Journal paper
   
Static hedges for reverse barrier options with robust... Matthias Fengler... 2011 Journal 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
   
Multivariate volatility models Matthias Fengler... 2009 capitolo libro
   
Least Squares Kernel Smoothing of the Implied Volatil... Matthias Fengler... 2009 capitolo libro
   
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
   
Basket volatility and correlation Matthias Fengler... 2007 capitolo libro
   
 
pagina 1 de 2