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Common Factors Governing VDAX Movements and the Maximum Loss
Fengler, Matthias; Härdle, Wolfgang; Schmidt, Peter - In: Finanzmarkt und Portfolio-Management 16 (2002) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10006087411
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Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations
Fengler, Matthias R.; Schwendner, Peter - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 43-54
Persistent link: https://www.econbiz.de/10005926805
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The Dynamics of Implied Volatilities: A Common Principal Components Approach
Fengler, Matthias R.; Härdle, Wolfgang K.; Villa, … - In: Review of derivatives research 6 (2003) 3, pp. 179-202
Persistent link: https://www.econbiz.de/10005931028
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Static versus dynamic hedges: an empirical comparison for barrier options
Engelmann, Bernd; Fengler, Matthias R.; Nalholm, Morten; … - In: Review of derivatives research 9 (2006) 3, pp. 239
Persistent link: https://www.econbiz.de/10007877250
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Price variability and price dispersion in a stable monetary environment: evidence from German retail markets
Fengler, Matthias R.; Winter, Joachim K. - In: Managerial and decision economics : MDE ; the … 28 (2007) 7, pp. 789-802
Persistent link: https://www.econbiz.de/10007863224
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Does hedging with implied volatility factors improve the hedging efficiency of barrier options?
Borak, Szymon; Fengler, Matthias R.; Härdle, Wolfgang K. - In: The journal of risk model validation 3 (2009/10) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10009911474