Matthias R. Fengler

Finance · 2003–2015

A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Matthias R. Fengler trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Wolfgang Karl Härdle
  2. Ludger Hentschel
  3. Yacine Aït-Sahalia
  4. Peter P. Carr
  5. Carol Alexander
  6. Rob Bliss
  7. Bernhard Brunner
  8. Trevor J. Hastie
  9. W. Härdle
  10. Grace Wahba

Who trusts Matthias R. Fengler overall

  1. Rama Cont
  2. Song Song
  3. Byeong U. Park
  4. Wolfgang Karl Härdle
  5. Jim Gatheral
  6. M. Benko
  7. J. D. da Fonseca
  8. Peter J. Bickel
  9. Enno Mammen
  10. Han Lin Shang

Papers from Matthias R. Fengler's perspective

Ordered by how strongly the researchers Matthias R. Fengler trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Estimating the Dimension of a Model
  3. Analysis of a complex of statistical variables into principal components.
  4. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  5. Options, Futures, and Other Derivatives
  6. The Dynamics of the S&P 500 Implied Volatility Surface
  7. Regression Shrinkage and Selection via the Lasso
  8. Applied Multivariate Statistical Analysis
  9. A Practical Guide to Splines
  10. LIII. On lines and planes of closest fit to systems of points in space

Their papers