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Bayesian estimation of risk premia in an APT context
Darsinos, Theofanis; Satchell, Stephen - In: Linear factor models in finance, (pp. 61-82). 2005
Persistent link: https://www.econbiz.de/10003304027
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On the valuation of warrants and executive stock options : pricing formulae for firms with multiple warrants/executive options
Darsinos, Theofanis (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687681
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Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
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Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
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Bayesian analysis of the black-scholes option price
Darsinos, Theofanis; Satchell, Stephen - 2001
Persistent link: https://www.econbiz.de/10001570172
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The implied distribution for stocks of companies with warrants and/or executive stock options
Darsinos, Theofanis (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001670960
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Cutting edge: Investment management - generalising universal performance measures
Darsinos, Theofanis; Satchell, Stephen - In: Risk : managing risk in the world's financial markets 17 (2004) 6, pp. 80-86
Persistent link: https://www.econbiz.de/10007027359