The following pages link to Matthias R. Fengler (Q1417892):
Displaying 15 items.
- (Q964637) (redirect page) (← links)
- On extracting information implied in options (Q964639) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Media-expressed tone, option characteristics, and stock return predictability (Q2115956) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
- Semiparametric modeling of implied volatility. (Q2571098) (← links)
- Option Data and Modeling BSM Implied Volatility (Q3112456) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- Least Squares Kernel Smoothing of the Implied Volatility Smile (Q3542256) (← links)
- Multivariate Volatility Models (Q3542264) (← links)
- (Q4543485) (← links)
