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ECONIS (ZBW)
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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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2
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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3
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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4
Bootstrap derivative asset pricing
Markellos, Raphaēl N.
-
1998
Persistent link: https://www.econbiz.de/10000996674
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5
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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6
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
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7
Volatility options : hedging effectiveness, pricing, and model error
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003303866
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