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person:"Floros, Christos"
~subject:"Option pricing theory"
~subject:"Theory"
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Option pricing theory
Theory
Volatility
11
Volatilität
10
Derivat
8
Derivative
8
Futures
8
ARCH model
7
ARCH-Modell
7
Hedging
5
Börsenkurs
4
Estimation
4
GARCH
4
Schätzung
4
Share price
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Spillover effect
4
Spillover-Effekt
4
Commodity derivative
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Optionspreistheorie
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Rohstoffderivat
3
Spot
3
VECM
3
Volatility spillovers
3
Ankündigungseffekt
2
Announcement effect
2
Asymmetric effects
2
Coronavirus
2
Day-of-the-week
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Impact assessment
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Index futures
2
Index-Futures
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Open interest
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Regime-switching model
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S&P 500
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Stochastic process
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Stochastischer Prozess
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Theorie
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Floros, Christos
Hull, John
38
Lien, Da-hsiang Donald
35
Broll, Udo
34
Benth, Fred Espen
32
Jarrow, Robert A.
32
Fabozzi, Frank J.
29
Gouriéroux, Christian
25
Madan, Dilip B.
24
Kit, Pong Wong
22
Joshi, Mark S.
21
Carr, Peter
19
Brigo, Damiano
18
Härdle, Wolfgang
18
Schoutens, Wim
17
White, Alan
17
Leung, Tim
16
Chiarella, Carl
15
Platen, Eckhard
15
Schlögl, Erik
15
Wang, Xingchun
15
Figlewski, Stephen
14
Korn, Olaf
14
Lo, Andrew W.
14
Perrakis, Stylianos
14
Poncet, Patrice
14
Prokopczuk, Marcel
14
Steiner, Manfred
13
Bloss, Michael
12
Bruns, Christoph
12
Capponi, Agostino
12
Escobar, Marcos
12
Gagliardini, Patrick
12
Hess, Markus
12
Lioui, Abraham
12
Rudolph, Bernd
12
Shiller, Robert J.
12
Bellalah, Mondher
11
Crépey, Stéphane
11
Cui, Zhenyu
11
Deutsch, Hans-Peter
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Annals of financial economics
1
International journal of computational economics and econometrics : IJCEE
1
International review of financial analysis
1
Journal of risk
1
Operational research : an international journal
1
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ECONIS (ZBW)
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1
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
2
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
3
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
4
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
5
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
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