Matthias Fengler

Publication Activity (10 Years)

Years Active: 2005-2007
Publications (10 Years): 0

Publications

M. Benko, Matthias Fengler, Wolfgang K. Härdle, Milos Kopa
On extracting information implied in options. Comput. Stat. 22 (4) (2007)
Szymon Borak, Matthias Fengler, Wolfgang Hiirdle
DSFM fitting of Implied Volatility Surfaces. ISDA (2005)