Andrew Ziogas

From MaRDI portal
Person:953734

Available identifiers

zbMath Open ziogas.andrewMaRDI QIDQ953734

List of research outcomes





PublicationDate of PublicationType
The representation of American options prices under stochastic volatility and jump-diffusion dynamics2014-02-08Paper
Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms2011-05-31Paper
American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach2009-09-13Paper
THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES2009-07-14Paper
Evaluation of American strangles2008-11-06Paper

Research outcomes over time

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