All Publications

ZORA Publication List

Publications

• Habilitation

  • 2002

    • Farkas, W. (2002). Function spaces of generalized smoothness and pseudo-differential operators associated to a continuous negative definite function (Habilitation, University of Munich) http://www.math.ethz.ch/~farkas/home/Habil.pdf

• Newspaper Article

  • 2023

    • Farkas, W. (2023, December 21). Anlegen mit KI - Herausforderung und Chance Finanz und Wirtschaft, 15. https://www.fuw.ch/kuenstliche-intelligenz-anlegen-mit-ki-zwischen-herausforderung-und-chance-772747011940

  • 2011

    • Farkas, W., & Söldi, A. (2011, December 12). Die Veränderungen in der Finanzwelt mitprägen Tages-Anzeiger, 31.

  • 2010

    • Farkas, E. W., & Gourier, E. (2010, August 25). Les aléas de l’évaluation des risques Le Temps, online.

  • 2009

    • Farkas, W., & Gourier, E. (2009, October 28). Zukunft liegt in der Vergangenheit Handelszeitung, 37. http://www.handelszeitung.ch/invest/zukunft-liegt-der-vergangenheit
    • Farkas, W. (2009, March 30). Un besoin de contrôle Le Temps, online.

• Working Paper

  • 2020

    • Farkas, W., & Mathys, L. (2020). Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing (No. 20–11; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3543080
    • Farkas, W., Mathys, L., & Vasiljevic, N. (2020). Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps (No. 19–76; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3510202
    • Ettlin, N., Farkas, W., Kull, A., & Smirnow, A. (2020). Optimal risk-sharing across a network of insurance companies (No. 20–52; Swiss Finance Institute Research Paper). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3417016

  • 2015

    • Necula, C., Drimus, G. G., & Farkas, W. (2015). A General Closed Form Option Pricing Formula (No. 2210359; SSRN). http://ssrn.com/abstract=2210359
    • Farkas, W., Necula, C., & Waelchli, B. (2015). Herding and Stochastic Volatility (No. 2685939; SSRN). http://ssrn.com/abstract=2685939
    • Farkas, W., Gourier, E., Huitema, R., & Necula, C. (2015). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing (No. 2679218; SSRN). https://doi.org/10.2139/ssrn.2679218

  • 2013

    • Drimus, G. G., Necula, C., & Farkas, W. (2013). Closed form option pricing under generalized hermite expansions (No. 2349868; SSRN).

Pagination