Access Statistics for Stefano Herzel

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi	0	0	0	16	2	6	7	70
Delegated Portfolio Management with Socially Responsible Investment Constraints	0	0	0	67	0	0	0	176
Delta Hedging in Discrete Time under Stochastic Interest Rate	0	0	1	89	2	2	7	240
Evaluating Discrete Dynamic Strategies in Affine Models	0	0	0	27	2	5	22	92
Explicit formulas for the minimal variance hedging strategy in a martingale case	0	0	0	37	1	5	6	106
Implied Volatilities of Caps: a Gaussian approach	0	0	0	17	1	2	4	60
Measuring the error of dynamic hedging: a Laplace transform approach	0	0	0	36	1	3	4	124
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	0	0	80	2	3	6	213
The cost of sustainability on optimal portfolio choices	0	1	2	50	4	6	10	207
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	0	1	6	437	0	3	18	1,134
Total Working Papers	0	2	9	856	15	35	84	2,422

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Efficient option valuation using trees	0	0	0	72	0	0	0	274
Explicit formulas for the minimal variance hedging strategy in a martingale case	0	0	0	26	0	0	2	106
Notes and Comments: An approximation of caplet implied volatilities in Gaussian models	0	0	0	29	0	0	1	161
Option pricing with stochastic volatility models	0	0	0	557	1	2	3	1,252
Total Journal Articles	0	0	0	684	1	2	6	1,793

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Statistics updated 2019-11-03