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Items where Author is "Constantinou, N"

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Number of items: 4.

Article

Ibrahim, SNI and O'Hara, JG and Constantinou, N (2014) 'Pricing extendible options using the fast Fourier transform.' Mathematical Problems in Engineering, 2014. ISSN 1024-123X

Ibrahim, SNI and O'Hara, JG and Constantinou, N (2013) 'Risk-neutral valuation of power barrier options.' Applied Mathematics Letters, 26 (6). 595 - 600. ISSN 0893-9659

Ibrahim, S and O'Hara, JG and Constantinou, N (2013) 'Pricing Power Options under the Heston Dynamics using the FFT.' New Trends in Mathematical Sciences, 1 (1). 1 - 9. ISSN 2147-5520

Monograph

Constantinou, N and Vinogradov, D and Takeyama, A (2010) Do CDS spreads reflect default risks? Evidence from UK bank bailouts. UNSPECIFIED. EBS Working Papers, Colchester.

This list was generated on Mon Sep 20 03:10:17 2021 BST.