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On the quadratic valuation of American call options : challenging the functional form
Andrikopulos, Andreas A. - In: International journal of financial markets and derivatives 1 (2009) 1, pp. 41-48
Persistent link: https://www.econbiz.de/10003984974
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The quadratic approximation for the value of American options : an alternative
Andrikopulos, Andreas A. - In: The IUP journal of financial risk management : IJFRM 10 (2013) 2, pp. 39-49
Persistent link: https://www.econbiz.de/10010375522
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On the valuation of American exchange options : an analytical approximation
Andrikopulos, Andreas A. - In: Applied economics letters 17 (2010) 13/15, pp. 1429-1435
Persistent link: https://www.econbiz.de/10008938267
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On the quadratic approximation to the value of American put options : a note
Andrikopulos, Andreas A. - In: Applied financial economics letters 3 (2007) 4/6, pp. 313-317
Persistent link: https://www.econbiz.de/10003605016
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Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos; Degiannakis, Stavros - In: Journal of international financial markets, … 18 (2008) 5, pp. 449-465
Persistent link: https://www.econbiz.de/10003775710
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The Quadratic Approximation for the Value of American Options : An Alternative
Andrikopoulos, Andreas - 2013
The valuation of put options with early-exercise opportunities constitutes a major challenge of asset pricing. The option-theoretic response to this challenge relies on the estimation of the optimal exercise boundary. This paper introduces a novel quadratic approximation for the valuation of...
Persistent link: https://www.econbiz.de/10013073932
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The pay-for-success contract : a valuation note
Andrikopulos, Andreas A.; Tsekrekos, Andrianos E. - In: The journal of futures markets 44 (2024) 9, pp. 1465-1473
Persistent link: https://www.econbiz.de/10015110670