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Bootstrap derivative asset pricing
Markellos, Raphaēl N. - 1998
Persistent link: https://www.econbiz.de/10000996674
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Traded American options are Bermudan
Kourtis, Apostolos; Markellos, Raphaēl N. - In: Managerial finance 37 (2011) 11, pp. 978-984
Persistent link: https://www.econbiz.de/10009388921
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A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris; Dotsis, George; Markellos, Raphaēl N. - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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Wine price risk management : international diversification and derivative instruments
Kourtis, Apostolos; Markellos, Raphaēl N.; Psychoyios, … - In: International review of financial analysis 22 (2012), pp. 30-37
Persistent link: https://www.econbiz.de/10010219704
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Modeling CO2 emission allowance prices and derivatives : evidence from the European trading scheme
Daskalakis, George; Psychoyios, Dimitris; Markellos, … - In: Journal of banking & finance 33 (2009) 7, pp. 1230-1241
Persistent link: https://www.econbiz.de/10003842255
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The finite sample properties of the GARCH option pricing model
Dotsis, George; Markellos, Raphaēl N. - In: The journal of futures markets 27 (2007) 6, pp. 599-615
Persistent link: https://www.econbiz.de/10003493116