//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kyriakou, Ioannis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"arithmetic Asian options"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
arithmetic Asian options
3
Derivat
2
Derivative
2
Lévy processes
2
Stochastic process
2
Stochastischer Prozess
2
CEV diffusion
1
Commodity derivative
1
Energiemarkt
1
Energiepreis
1
Energy market
1
Energy price
1
Experiment
1
Fourier transform
1
Hedging
1
Rohstoffderivat
1
Volatility
1
Volatilität
1
affine models
1
continuous average
1
control variate Monte Carlo
1
discrete average
1
discrete monitoring
1
energy prices
1
futures
1
hedging error
1
model misspecification
1
price sensitivities
1
stochastic volatility models
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kyriakou, Ioannis
Ballotta, Laura
1
Fusai, Gianluca
1
Gerrard, Russell
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Liu, Allen
1
Nomikos, Nikos K.
1
Papapostolou, Nikos C.
1
Park, Jong Jun
1
Peng, Bin
1
Peng, Fei
1
Pouliasis, Panos K.
1
Tong, Zhigang
1
Zeng, Pingping
1
Zhang, Weinan
1
more ...
less ...
Published in...
All
European financial management : the journal of the European Financial Management Association
1
Mathematics of operations research
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
2
General optimized lower and upper bounds for discrete and continuous
arithmetic
Asian
options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
3
Affine-structure models and the pricing of energy commodity derivatives
Kyriakou, Ioannis
;
Nomikos, Nikos K.
;
Papapostolou, Nikos C.
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 853-881
Persistent link: https://www.econbiz.de/10011713164
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->