University of St.Gallen
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Titel Autoren / Hrsg. Jahr Typ  
 
Measuring spot variance spillovers when (co)variances... Matthias Fengler... 2015 Arbeitspapier
   
A variance spillover analysis without covariances: wh... Matthias Fengler... 2015 Artikel (wissens...
   
Specification and structural break tests for additive... Matthias Fengler... 2015 Artikel (wissens...
   
Semi-nonparametric estimation of the call-option pric... Matthias Fengler... 2015 Artikel (wissens...
   
A simple and general approach to fitting the discount... Matthias Fengler... 2014 Arbeitspapier
   
Managing Risk with a Realized Copula Parameter Matthias Fengler... 2014 Artikel (wissens...
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 Arbeitspapier
   
A Dynamic Copula Approach to Recovering the Index Imp... Matthias Fengler... 2012 Artikel (wissens...
   
Option data and modeling BSM implied volatility Matthias Fengler 2012 Buchkapitel
   
Static hedges for reverse barrier options with robust... Matthias Fengler... 2011 Artikel (wissens...
   
Least Squares Kernel Smoothing of the Implied Volatil... Matthias Fengler... 2009 Buchkapitel
   
Multivariate volatility models Matthias Fengler... 2009 Buchkapitel
   
Arbitrage-free smoothing of the implied volatility surface Matthias Fengler 2009 Artikel (wissens...
   
Does hedging with implied volatility factors improve ... Matthias Fengler... 2009 Artikel (wissens...
   
Hedging under alternative stickiness assumptions: an ... Matthias Fengler... 2009 Artikel (wissens...
   
Basket volatility and correlation Matthias Fengler... 2007 Buchkapitel
   
Price Variability and Price Dispersion in a Stable Mo... Matthias Fengler... 2007 Artikel (wissens...
   
On Extracting Information Implied in Options Matthias Fengler... 2007 Artikel (wissens...
   
 
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