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Preference-free option prices when the stock returns can go up, go down, or stay the same
Perrakis, Stylianos - In: Advances in futures and options research : a research annual 3 (1988), pp. 209-235
Persistent link: https://www.econbiz.de/10001081729
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Option bounds in discrete time and the pricing of corporate debt
Perrakis, Stylianos - In: Advances in futures and options research : a research annual 2 (1987), pp. 179-207
Persistent link: https://www.econbiz.de/10001081779
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Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: Financial engineering, (pp. 565-591). 2008
Persistent link: https://www.econbiz.de/10003567751
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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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Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
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Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003221993
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Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
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Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - 2002
Persistent link: https://www.econbiz.de/10001661181
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Financial oligopolies and parallel exclusion in the credit default swap markets
Kryzanowski, Lawrence; Perrakis, Stylianos; Zhong, Rui - In: Journal of financial markets 56 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10013282502
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Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos; Boloorforoosh, Ali - In: Journal of banking & finance 37 (2013) 8, pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483