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Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; … - In: Quantitative fund management, (pp. 425-450). 2009
Persistent link: https://www.econbiz.de/10003797029
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Generalized parameter functions for option pricing
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Journal of banking & finance 34 (2010) 3, pp. 633-646
Persistent link: https://www.econbiz.de/10003951938
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Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Review of quantitative finance and accounting 42 (2014) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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Estimating corporate bankruptcy forecasting models by maximizing discriminatory power
Charalambous, Chris; Martzoukos, Spiros A.; … - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 297-328
Persistent link: https://www.econbiz.de/10012796147
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Predicting corporate bankruptcy using the framework of Leland-Toft : evidence from U.S.
Charalambous, Chris; Martzoukos, Spiros A.; … - In: Quantitative finance 20 (2020) 2, pp. 329-346
Persistent link: https://www.econbiz.de/10012194869
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Robust Artificial Neural Networks for Pricing of European Options
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Computational economics 27 (2006) 2-3, pp. 329-352
Persistent link: https://www.econbiz.de/10007296388
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Generalized parameter functions for option pricing
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Journal of banking & finance 34 (2010) 3, pp. 633-647
Persistent link: https://www.econbiz.de/10008352539
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Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
Andreou, Panayiotis C.; Charalambous, Chris; … - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1415-1433
Persistent link: https://www.econbiz.de/10007895499
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Robust Artificial Neural Networks for Pricing of European Options
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Computational economics 27 (2006) 2, pp. 329-352
Persistent link: https://www.econbiz.de/10007265995
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Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
Andreou, Panayiotis C.; Charalambous, Chris; … - In: European Journal of Operational Research 185 (2008) 3, pp. 1415-1433
Persistent link: https://www.econbiz.de/10005284106