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Option pricing and replication...
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Perrakis, Stylianos
34
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The American put under transactions costs
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of Economic Dynamics and Control
28
(
2004
)
5
,
pp. 915-935
Persistent link: https://www.econbiz.de/10005199973
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2
Production uncertainty and the market equilibrium of the competitive firm
Beuthe, Michel
;
Eeckhoudt, Louis
;
Lefoll, Jean
- In:
European Economic Review
26
(
1984
)
1-2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10005259406
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3
Theorie des marches financiers: une synthese de l'approche moyenne-variance. (The Theory of Financial Markets: A Synthesis of the Mean-Variance Approach. With English summary.)
Caperaa, Philippe
;
Lefoll, Jean
- In:
Canadian Journal of Economics
9
(
1976
)
4
,
pp. 630-45
Persistent link: https://www.econbiz.de/10005467125
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4
Predicting premature exercise of an American put on stocks: theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
- In:
The European Journal of Finance
2
(
1996
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10005471921
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5
Transaction costs and option prices
Perrakis, Stylianos
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10011925091
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6
From innovation to obfuscation : continuous time finance fifty years later
Perrakis, Stylianos
- In:
Financial markets and portfolio management
36
(
2022
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10013431700
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7
Stochastic dominance option pricing : an alternative approach to option market research
Perrakis, Stylianos
-
2019
Persistent link: https://www.econbiz.de/10011982413
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8
Shedding light on a dark matter : Jump diffusion and option‐implied investor preferences
Ghanbari, Hamed
;
Oancea, Michael
;
Perrakis, Stylianos
- In:
European Financial Management
27
(
2020
)
2
,
pp. 244-286
Persistent link: https://www.econbiz.de/10012281720
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9
Mispriced index option portfolios
Constantinides, George M.
;
Czerwonko, Michal
;
Perrakis, …
- In:
Financial Management
49
(
2019
)
2
,
pp. 297-330
Persistent link: https://www.econbiz.de/10012090100
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10
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
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