All Publications

ZORA Publication List

Publications

• Newspaper Article

  • 2023

    • Farkas, Walter . Anlegen mit KI - Herausforderung und Chance In: Finanz und Wirtschaft, 101, 21 December 2023, 15.

  • 2011

    • Farkas, Walter; Söldi, Andrea . Die Veränderungen in der Finanzwelt mitprägen In: Tages-Anzeiger, 12 December 2011, 31.

  • 2010

    • Farkas, Erich Walter; Gourier, Elise . Les aléas de l’évaluation des risques In: Le Temps, 25 August 2010, online.

  • 2009

    • Farkas, Walter; Gourier, Elise . Zukunft liegt in der Vergangenheit In: Handelszeitung, 28 October 2009, 37.
    • Farkas, Walter . Un besoin de contrôle In: Le Temps, 30 March 2009, online.

• Working Paper

  • 2020

    • Farkas, Walter; Mathys, Ludovic (2020). Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing Swiss Finance Institute Research Paper 20-11, University of Zurich.
    • Farkas, Walter; Mathys, Ludovic; Vasiljevic, Nikola (2020). Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps Swiss Finance Institute Research Paper 19-76, University of Zurich.
    • Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; Smirnow, Alexander (2020). Optimal risk-sharing across a network of insurance companies Swiss Finance Institute Research Paper 20-52, University of Zurich.

  • 2015

    • Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2015). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing SSRN 2679218, University of Zurich.
    • Necula, Ciprian; Drimus, Gabriel G; Farkas, Walter (2015). A General Closed Form Option Pricing Formula SSRN 2210359, University of Zurich.
    • Farkas, Walter; Necula, Ciprian; Waelchli, Boris (2015). Herding and Stochastic Volatility SSRN 2685939, University of Zurich.

  • 2013

    • Drimus, Gabriel G; Necula, Ciprian; Farkas, Walter (2013). Closed form option pricing under generalized hermite expansions SSRN 2349868, University of Zurich.

Pagination