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Kyriakos Chourdakis | IDEAS/RePEc
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Kyriakos Chourdakis: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Citations of Option pricing when underlying stock returns are...
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Citations for "Option pricing when underlying stock returns are discontinuous" by Merton, Robert C. For a complete description of this item, ... Kyriakos Chourdakis, ...
Testing Option Pricing Models
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This paper discusses the commonly used methods for testing option pricing models, including the Black-Scholes, constant elasticity of variance, stochastic...
Option Pricing under Discrete Shifts in Stock Returns
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London). Registered author(s): Kyriakos Chourdakis · Elias Tzavalis ...
Network Profiles
Jetstone Asset Management - Contacts, Employees, Board ...
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Kyriakos Chourdakis. Head of Risk. 1 email found. View. Laura Hawkhead. Office of the CEO. Management. 1 email found. View. Lora Parvanova. › organization › people
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View the profiles of people named Kyriakos Chourdakis on Facebook. Join Facebook to connect with Kyriakos Chourdakis and others you may know. Facebook gives people
Books & Literature
Regime‐Switching Models - Chourdakis - Wiley Online Library
onlinelibrary.wiley.com
by K Chourdakis · · Cited by 1 — Kyriakos Chourdakis,. Kyriakos Chourdakis. University of London, London, UK. Search for more papers by this author. First published: 15 May › eqf08024
Counterparty Credit Risk, Collateral and Funding: With ...
books.google.com
... Enrico Biffis, who helped us and virtually co-authored the longevity chapter; Cristin Buescu, Kyriakos Chourdakis, Massimo Masetti, Andrea Prampolini, ...
Option Pricing with a Dividend General Equilibrium Model - Kyriakos ...
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Kyriakos Chourdakis. SSRN, pages. 0 Reviews. Reviews aren't verified, but Google checks for and removes fake content when it's identified. Kyriakos Chourdakis. SSRN, pages. 0 Reviews. Reviews aren't verified, but Google checks for and removes fake content when it's identified. › books › about › Option_Prici... › books › about › The_Cyclical...
Kyriakos Chourdakis | XanEdu Customization Platform
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Author: Kyriakos Chourdakis. Results. Lévy processes driven by stochastic volatility Springer Science+Business Media By: Kyriakos ...
Related Documents
Chourdakis, Kyriakos M. [WorldCat Identities]
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Stochastic volatility and jumps driven by continuous time Markov chains by Kyriakos Chourdakis( Book ) 2 editions published in in English and held by › identities
The Magistrates, Town Hall Complex, 1 Farnan Avenue ...
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Mr Kyriakos Chourdakis. 12 Eglington Road. Chingford. E4 7AN. Date of decision: 4th May TOWN AND COUNTRY PLANNING ACT DECISION NOTICE. › p...
Scientific Publications
dblp: Kyriakos Chourdakis
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List of computer science publications by Kyriakos Chourdakis
LandOfFree - Scientist - Kyriakos Chourdakis
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Publications
Chourdakis, Kyriakos M. [WorldCat Identities]
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Key Publications about Kyriakos M Chourdakis Publications by Kyriakos M Chourdakis by 10 Publications by Kyriakos M Chourdakis off ...
EconPapers: Maximum likelihood estimation of non-affine volatility...
econpapers.repec.org
By Kyriakos Chourdakis and George Dotsis; Abstract: In this paper we develop a new estimation method for extracting non-affine latent stochastic volatility and risk
Lévy processes driven by stochastic volatility | SpringerLink
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In this paper we extend option pricing under Lévy dynamics, by assuming that the volatility of the Lévy process is stochastic. We, therefore, develop the...
Reports & Statements
Google Groups: How to get Mathematica to actually *add* fractions?
cdj · Jens-Peer Kuska · Dr Bob · Y.A.Tesiram · Kyriakos Chourdakis · Adam Smith · cdj · David Park. › comp.soft-sys.math.mathe...
uclfrmnomura
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Jul 2, — June 22 – 28, Project Supervisor: Kyriakos Chourdakis. UCL Team: Joshua Vile. Chara Georgiou. Zhihao Shi. Xiaojun Li. Nomura Team:.
MathGroup Archive: May [00081] - Wolfram Community
forums.wolfram.com
May 5, — Kyriakos Chourdakis > Lecturer in Financial Economics > University of London > Queen Mary > London E1 4NS > URL: ... › archive › May › msg00081
JISCMail - BUGS Archives
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Generating functions.. Kyriakos Chourdakis <[log in to unmask]>. Wed, 16 Dec :20: lines. New Thread. Going on holiday! Going on holiday!
Miscellaneous
Kyriakos Chourdakis email address & phone number | Jetstone ...
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Kyriakos Chourdakis's research works - ResearchGate
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› scientific-contributions › K...
Stream Kyriakos Chourdakis music | Listen to songs, albums ...
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Kyriakos Chourdakis | LinkedIn
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View Kyriakos Chourdakis’ professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Kyriakos Chourdakis ...
A Stochastic Processes Toolkit for Risk Management
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Kyriakos Chourdakis furhter helped with comments and formatting issues. Contact: Fitch Solutions, and Department of Mathematics, Imperial College, London. › A-stochastic-processe...
Altmetric – A Diamond is Foreverr and Other Fairy Tales
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Kyriakos Chourdakis, 22 Oct In this paper, we evaluate the association between wedding spending and marriage duration using data from a survey of over ... › details › facebook
Amit Ram Puniyani - Goa Institute of Management
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... and VAR: cracking the marginal allocations, Apporva Shende, Kyriakos Chourdakis, Amit Puniyani, Marc Jeannin, Alan Smillie and Eduardo Epperlein, Risk. › faculty › amit-ram-puniyani
Damiano Brigo: H-index & Awards - Academic Profile
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Damiano Brigo;Kyriakos Chourdakis. International Journal of Theoretical and Applied Finance (2009) Citations. Lognormal-mixture dynamics and ... › Economics and Finance
Local Volatility Calibration with the Markov Chain Approximation
repository.londonmet.ac.uk
by CC Lo · — Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains. Provided by: Research Papers in Economics. by Kyriakos Chourdakis. › ...
M Chourdakis: د Z-Library مفت الکترونیکی کتابتون
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Maximum likelihood estimation of non-affine volatility processes · Kyriakos Chourdakis, George Dotsis. مجله: Journal of Empirical Finance. › ...
Non-Affine Option Pricing | The Journal of Derivatives
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by K Chourdakis · · Cited by 42 — Kyriakos Chourdakis. The Journal of Derivatives Spring 2004, 11 (3) ; DOI: https://doi.org jod Kyriakos Chourdakis. › content
Untitled
www.qmul.ac.uk
Template-Type: ReDIF-Paper 1.0 Author-Name: Kyriakos Chourdakis Author-WorkPlace-Name: Queen Mary, University of London Title: Stochastic Volatility and ... › sef › RePEc › qmw › qmwecw
[PDF] Double Impact on CVA for CDS - Scinapse
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2 Authors (Damiano Brigo, Kyriakos Chourdakis) Citations. Read Later. Extension of Spot Recovery Model for Gaussian Copula. › papers
[PDF] Gauge transformations in the dual space, and pricing and ...
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Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps. Kyriakos Chourdakis. › work
ΔΕΝΔΡΑΜΗΣ ΓΙΑΝΝΗΣ
ucyweb.ucy.ac.cy
Are Regime Sources of risk Priced in Asset Markets?, with Elias Tzavalis and Kyriakos Chourdakis, Journal of Empirical Finance, 2014, 28, 151–170. › ydendr01
Are regime-shift sources of risk priced in the market? - EconBiz
www.econbiz.de
Are regime-shift sources of risk priced in the market? Kyriakos Chourdakis; Yiannis Dendramis; Elias Tzavalis. Year of publication: › Record › are-regime-shift-sou...
Contingent credit default swap Mots | Etudier
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Updated version forthcoming in the International Journal of Theoretical and Applied Finance COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS impact of spread...
Consistent Single- and Multi-step Sampling of Multivariate Arrival...
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Kyriakos Chourdakis of King's College, London. May 1, Abstract: This paper deals with dependence across marginally exponentially distributed arrival times, such as
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