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~subject:"Option pricing theory"
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Option pricing theory
Theorie
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25
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25
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23
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English
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Perrakis, Stylianos
22
Czerwonko, Michal
6
Kōnstantinidēs, Giōrgos
6
Jackwerth, Jens Carsten
4
Constantinides, George M.
3
Lefoll, Jean
3
Boloorforoosh, Ali
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Khoury, Nabil T.
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ECONIS (ZBW)
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Stochastic dominance option pricing : an alternative approach to option market research
Perrakis, Stylianos
-
2019
Persistent link: https://www.econbiz.de/10011982413
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2
Transaction costs and option prices
Perrakis, Stylianos
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10011925091
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3
From innovation to obfuscation : continuous time finance fifty years later
Perrakis, Stylianos
- In:
Financial markets and portfolio management
36
(
2022
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10013431700
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4
Option bounds and the pricing of the volatility smile
Masson, Jean
;
Perrakis, Stylianos
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10001521985
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5
Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1527-1561
Persistent link: https://www.econbiz.de/10001508747
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6
Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos
;
Lefoll, Jean
-
1999
Persistent link: https://www.econbiz.de/10001641802
Saved in:
7
The American put under transactions costs
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 915-935
Persistent link: https://www.econbiz.de/10001855995
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8
Stochastic dominance bounds on American option prices in markets with frictions
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
1
,
pp. 71-115
Persistent link: https://www.econbiz.de/10003714152
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9
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003221993
Saved in:
10
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Financial engineering
,
(pp. 565-591)
.
2008
Persistent link: https://www.econbiz.de/10003567751
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