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~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Derivat
11
Derivative
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Option pricing theory
10
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Stochastischer Prozess
7
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correlations
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stochastic interest rates
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Nikitopoulos, Christina Sklibosios
Hull, John
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Madan, Dilip B.
17
Schoutens, Wim
17
Benth, Fred Espen
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Wang, Xingchun
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Fabozzi, Frank J.
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Härdle, Wolfgang
14
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Prokopczuk, Marcel
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Schlögl, Erik
13
Carr, Peter
12
Chiarella, Carl
12
Hess, Markus
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Howison, Sam
11
Jarrow, Robert A.
11
Escobar, Marcos
10
Gouriéroux, Christian
10
Lo, Andrew W.
10
Branger, Nicole
9
Kyriakou, Ioannis
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zheng, Wendong
9
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Korn, Olaf
8
Kwok, Yue-Kuen
8
Monfort, Alain
8
Osipenko, Maria
8
Perrakis, Stylianos
8
Zagst, Rudi
8
Brigo, Damiano
7
Cont, Rama
7
López Cabrera, Brenda
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Applied mathematical finance
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Dynamic modeling and econometrics in economics and finance
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Derivative security pricing : techniques, methods and applications
Chiarella, Carl
;
He, Xue-zhong
;
Nikitopoulos, Christina …
-
2015
Persistent link: https://www.econbiz.de/10010505260
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2
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
3
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
4
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
5
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
6
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
7
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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8
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
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9
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
10
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
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