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~person:"Charalambous, Chris"
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Charalambous, Chris
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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