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	0	0	0	63
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	0	88	2	2	5	237
Evaluating Discrete Dynamic Strategies in Affine Models	0	0	0	27	0	1	5	74
Explicit formulas for the minimal variance hedging strategy in a martingale case	0	0	0	37	0	1	1	101
Implied Volatilities of Caps: a Gaussian approach	0	0	0	17	0	0	2	58
Measuring the error of dynamic hedging: a Laplace transform approach	0	0	0	36	0	1	1	121
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	0	1	80	0	1	4	209
The cost of sustainability on optimal portfolio choices	0	0	2	49	0	1	6	200
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	1	2	6	436	1	6	17	1,130
Total Working Papers	1	2	9	853	3	13	41	2,369

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	1	274
Explicit formulas for the minimal variance hedging strategy in a martingale case	0	0	0	26	0	1	2	106
Notes and Comments: An approximation of caplet implied volatilities in Gaussian models	0	0	0	29	0	0	2	161
Option pricing with stochastic volatility models	0	0	0	557	0	0	1	1,250
Total Journal Articles	0	0	0	684	0	1	6	1,791

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Statistics updated 2019-07-03