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publications

title authors / eds. year type  
 
Common Factors Governing VDAX Movements and the Maxim... Matthias Fengler... 2002 journal paper
   
Basket volatility and correlation Matthias Fengler... 2007 book chapter
   
Are classical option pricing models consistent with o... Francesco Audrin... 2013 working paper
   
Arbitrage-free smoothing of the implied volatility surface Matthias Fengler 2009 journal paper
   
Additive modeling of realized variance: tests for par... Matthias Fengler... 2013 working paper
   
A semiparametric factor model for implied volatility ... Matthias Fengler... 2007 journal paper
   
A Dynamic Copula Approach to Recovering the Index Imp... Matthias Fengler... 2012 journal paper
   
 
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