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 |
|---|---|---|
| The representation of American options prices under stochastic volatility and jump-diffusion dynamics Quantitative Finance | 2014-02-08 | Paper |
| Representation of American option prices under Heston stochastic volatility dynamics using integral transforms Contemporary Quantitative Finance | 2011-05-31 | Paper |
| American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach Applied Mathematical Finance | 2009-09-13 | Paper |
| THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES International Journal of Theoretical and Applied Finance | 2009-07-14 | Paper |
| Evaluation of American strangles Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
Research outcomes over time
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