University of St.Gallen
research platform alexandria
search publications
browse publications
by person
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
 
by year

publications

title authors / eds. year type  
 
Semiparametric Modeling of Implied Volatility Matthias Fengler 2005 book
   
Quoting multiasset equity options in the presence of ... Matthias Fengler... 2004 journal paper
   
Fitting the Smile Revisited: A Least Squares Kernel E... Matthias Fengler... 2003 working paper
   
The dynamics of implied volatilities: A common princi... Matthias Fengler... 2003 journal paper
   
The analysis of implied volatilities Matthias Fengler... 2002 book chapter
   
Common Factors Governing VDAX Movements and the Maxim... Matthias Fengler... 2002 journal paper
   
Price-setting and price-adjustment behavior for fast-... Matthias Fengler... 1999 book chapter
   
 
page 2 of 2