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~person:"Chalamandaris, Georgios"
~person:"Wei, Jason"
~subject:"Option pricing theory"
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Option pricing theory
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8
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3
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1999-2007
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Chalamandaris, Georgios
Wei, Jason
Wystup, Uwe
11
Craig, Ben R.
9
Hoque, Ariful
8
Takahashi, Akihiko
6
Tsekrekos, Andrianos E.
6
Keller, Joachim G.
5
Pierdzioch, Christian
5
Takehara, Kohta
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Brenner, Menachem
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Dumas, Bernard
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Jennergren, Lars Peter
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Lin, Shih-kuei
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Reider, Robert L.
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Reiswich, Dimitri
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Shamah, Shani
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Wu, Qi
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Bali, Turan G.
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Journal of international money and finance
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Journal of banking & finance
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Predictability in implied volatility surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
2
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Computational economics
41
(
2013
)
3
,
pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
Saved in:
3
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
4
Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944
Saved in:
5
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Saved in:
6
Valuation of LIBOR-contingent FX options
Tucker, Alan L.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001246608
Saved in:
7
Power currency options
Tucker, Alan L.
- In:
Global finance journal
8
(
1997
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10001233027
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