Nick Constantinou
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A path-independent approach to integrated variance under the CEV model Mathematics and Computers in Simulation | 2021-02-19 | Paper |
| PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY The ANZIAM Journal | 2020-06-02 | Paper |
| Pricing extendible options using the fast Fourier transform Mathematical Problems in Engineering | 2019-02-08 | Paper |
| Risk-neutral valuation of power barrier options Applied Mathematics Letters | 2013-05-10 | Paper |
Research outcomes over time
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