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The option on n assets with exchange rate and exercise price risk
Martzoukos, Spiros A. - In: Journal of multinational financial management 11 (2001) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001537472
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Generalized parameter functions for option pricing
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Journal of banking & finance 34 (2010) 3, pp. 633-646
Persistent link: https://www.econbiz.de/10003951938
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Multi-stage product development with exploration, value-enhancing, preemptive and innovation options
Koussis, Nicos; Martzoukos, Spiros A.; Trigeorgis, Lenos - In: Journal of banking & finance 37 (2013) 1, pp. 174-190
Persistent link: https://www.econbiz.de/10009675546
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Investment options with debt-financing constraints
Koussis, Nicos; Martzoukos, Spiros A. - In: The European journal of finance 18 (2012) 7/8, pp. 619-637
Persistent link: https://www.econbiz.de/10009666541
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Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; … - In: Quantitative fund management, (pp. 425-450). 2009
Persistent link: https://www.econbiz.de/10003797029
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Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Review of quantitative finance and accounting 42 (2014) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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Credit line pricing under heterogeneous risk beliefs
Koussis, Nicos; Martzoukos, Spiros A. - In: International journal of production economics 243 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013197645