Matthias R. Fengler

According to our database¹, Matthias R. Fengler authored at least 3 papers between 2005 and 2016.

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2016

Managing risk with a realized copula parameter.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2016

2007

On extracting information implied in options.

[BibT_eX]

[DOI]

Comput. Stat., 2007

2005

DSFM fitting of Implied Volatility Surfaces.

[BibT_eX]

[DOI]

Proceedings of the Fifth International Conference on Intelligent Systems Design and Applications (ISDA 2005), 2005