Browsing by Authors Martzoukos, Spiros H.

Showing results 1 to 6 of 6
Issue DateTitleAuthor(s)
1-Apr-2014Assessing the performance of symmetric and asymmetric implied volatility functionsAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. 
2002Critical assessment of option pricing methods using Artificial Neural NetworksAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. 
2009European option pricing by using the support vector regression approachAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. 
Mar-2010Generalized parameter functions for option pricingAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. 
2008Pricing and trading European options by combining artificial neural networks and parametric models with implied parametersAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. 
11-Apr-2006Robust artificial neural networks for pricing of European optionsAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H.