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Reinhold Hafner · Study
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Author
Reinhold Hafner
5 works
· latest 2008
· 1 institutions
cluster: provisional
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5
Citations
227
Works here
5
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Most cited in this library
The Dynamics of DAX Implied Volatilities
2000 · 68 citations
Arbitrage-free estimation of the risk-neutral density from the implied volatility smile
2003 · 58 citations
Stochastic Implied Volatility
2004 · 41 citations
Optimal Investments in Volatility
2008 · 32 citations
Volatility as an Asset Class: European Evidence
2007 · 28 citations
Works
5 shown
Optimal Investments in Volatility
Financial markets and portfolio management
·
2008
·
2 authors
·
Open access
32
citations
Volatility as an Asset Class: European Evidence
European Journal of Finance
·
2007
·
2 authors
28
citations
Stochastic Implied Volatility
Lecture notes in economics and mathematical systems
·
2004
·
1 author
·
book
41
citations
Arbitrage-free estimation of the risk-neutral density from the implied volatility smile
The Journal of Computational Finance
·
2003
·
1 author
·
Open access
58
citations
The Dynamics of DAX Implied Volatilities
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
68
citations