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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias (contributor); Wang, Shi-jun (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.; Tzavalis, Elias - 2000
Persistent link: https://www.econbiz.de/10001540194
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Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.; Tzavalis, Elias - 2000
Persistent link: https://www.econbiz.de/10001540195
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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos; Dendramis, Yiannis; Tzavalis, Elias - In: Journal of empirical finance 28 (2014), pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
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Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.; Tzavalis, Elias - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976