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Asymptotic analysis for foreign exchange derivatives with stochastic volatility
Cuthbertson, Charles; Pavliotis, Grigorios; Rafailidis, … - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1131-1147
Persistent link: https://www.econbiz.de/10008906191
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On the pricing and hedging of volatility derivatives
Howison, Sam; Rafailidis, Avraam; Rasmussen, Henrik - In: Applied mathematical finance 11 (2004) 4, pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
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On the pricing and hedging of volatility derivatives
Howison, Sam; Rafailidis, Avraam; Rasmussen, Henrik - 2003
Persistent link: https://www.econbiz.de/10009581653
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A chaotic approach to interest rate modelling
Hughston, Lane P.; Rafailidis, Avraam - In: Finance and stochastics 9 (2005) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10002497065