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person:"Floros, Christos"
~subject:"Stochastic process"
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Stochastic process
Volatility
11
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10
Derivat
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Floros, Christos
Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
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Perrakis, Stylianos
8
Cheng, Benjamin
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Schlögl, Erik
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Chang, Chia-Lin
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Kallsen, Jan
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Kwok, Yue-Kuen
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Leung, Tim
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Sabino, Piergiacomo
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Sviščuk, Anatolij
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Capriotti, Luca
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Fabozzi, Frank J.
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Fu, Michael
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Gouriéroux, Christian
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Howison, Sam
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Kang, Boda
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Siu, Tak Kuen
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Zagst, Rudi
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Antonelli, Fabio
3
Baldeaux, Jan
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Barth, Jörn
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Bertsimas, Dimitris
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International journal of computational economics and econometrics : IJCEE
1
Operational research : an international journal
1
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ECONIS (ZBW)
2
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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
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