Expand icon Search icon File icon file Download

Items where Author is "Constantinou, N"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 3.


Ibrahim, SNI and Díaz-Hernández, A and O'Hara, JG and Constantinou, N (2019) Pricing holder-extendable call options with mean-reverting stochastic volatility. ANZIAM Journal, 61 (4). pp. 382-397. DOI https://doi.org/10.1017/S1446181119000142

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). pp. 1-9.


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 Wed Dec 6 14:25:28 2023 GMT.