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Optionspreistheorie
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Tzavalis, Elias
6
Chourdakis, Kyriakos M.
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Rompolis, Leonidas S.
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Chourdakis, Kyriakos
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Dendramis, Yiannis
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Wang, Shi-jun
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ECONIS (ZBW)
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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
2
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
3
Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540194
Saved in:
4
Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540195
Saved in:
5
Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
Saved in:
6
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
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