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Schwendner, Peter's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
277 |
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1.
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Papenbrock, Jochen
PPI AG Schwendner, Peter
Zurich University of Applied Sciences
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21 Apr 13
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Last Revised:
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22 May 13
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277
(53,477)
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regime switching, correlation regimes, clustering, correlation networks
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2.
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Engelmann, Bernd
Quantsolutions Fengler, Matthias R.
University of St. Gallen - School of Economics and Political Science Schwendner, Peter
Zurich University of Applied Sciences
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09 Oct 06
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Last Revised:
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10 Mar 11
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Local Volatility Model, Barrier Options, Implied Volatility Smile, Empirical Hedging Analysis
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