Browsing by Author "Andreou, Panayiotis C."
Now showing items 1-7 of 7
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Article
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2014)
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Book
European option pricing by using the support vector regression approach
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2009)
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Article
Generalized parameter functions for option pricing
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2010)
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Article
Option pricing and trading with artificial neural networks and advanced parametric models with implied parameters
Martzoukos, Spiros H.; Cabolis, Christos; Andreou, Panayiotis C. (2004)
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Doctoral Thesis Open Access
Parametric and nonparametric funcional estimation for options pricing with applications in hedging and trading
Andreou, Panayiotis C. (Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management, 2008-04)Η παρούσα διδακτορική διατριβή απαρτίζεται από τέσσαρα δοκίμια. Στο πρώτο δοκίμιο συγκρίνουμε τα παραμετρικά μοντέλα τιμολόγησης Ευρωπαϊκών παράγωγων προϊόντων προαιρετικής εξάσκησης των Black και Scholes (1973) και Corrado ...
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Article
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2008)
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Article
Robust artificial neural networks for pricing of European options
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2006)