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title authors / eds. year type  
 
Multivariate volatility models Matthias Fengler... 2009 book chapter
   
Least Squares Kernel Smoothing of the Implied Volatil... Matthias Fengler... 2009 book chapter
   
Basket volatility and correlation Matthias Fengler... 2007 book chapter
   
DSFM fitting of implied volatility surfaces Matthias Fengler... 2005 book chapter
   
The analysis of implied volatilities Matthias Fengler... 2002 book chapter
   
Price-setting and price-adjustment behavior for fast-... Matthias Fengler... 1999 book chapter
   
Semiparametric Modeling of Implied Volatility Matthias Fengler 2005 book
   
 
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