University of St.Gallen
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Titel Autoren / Hrsg. Jahr Typ  
 
The dynamics of implied volatilities: A common princi... Matthias Fengler... 2003 Artikel (wissens...
   
The analysis of implied volatilities Matthias Fengler... 2002 Buchkapitel
   
Static versus Dynamic Hedges: An Empirical Comparison... Matthias Fengler... 2006 Artikel (wissens...
   
Static hedges for reverse barrier options with robust... Matthias Fengler... 2011 Artikel (wissens...
   
Semiparametric Modeling of Implied Volatility Matthias Fengler 2005 Buch
   
Semi-nonparametric estimation of the call price surfa... Matthias Fengler... 2011 Arbeitspapier
   
Realized Copula Matthias Fengler... 2012 Arbeitspapier
   
Quoting multiasset equity options in the presence of ... Matthias Fengler... 2004 Artikel (wissens...
   
Price-setting and price-adjustment behavior for fast-... Matthias Fengler... 1999 Buchkapitel
   
Price Variability and Price Dispersion in a Stable Mo... Matthias Fengler... 2007 Artikel (wissens...
   
Option data and modeling BSM implied volatility Matthias Fengler 2012 Buchkapitel
   
On Extracting Information Implied in Options Matthias Fengler... 2007 Artikel (wissens...
   
Multivariate volatility models Matthias Fengler... 2009 Buchkapitel
   
Least Squares Kernel Smoothing of the Implied Volatil... Matthias Fengler... 2009 Buchkapitel
   
Hedging under alternative stickiness assumptions: an ... Matthias Fengler... 2009 Artikel (wissens...
   
Fitting the Smile Revisited: A Least Squares Kernel E... Matthias Fengler... 2003 Arbeitspapier
   
DSFM fitting of implied volatility surfaces Matthias Fengler... 2005 Buchkapitel
   
Does hedging with implied volatility factors improve ... Matthias Fengler... 2009 Artikel (wissens...
   
 
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