Refined By:
Fulltext:  No Fulltext

Results 1-4 of 4 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)Journal
11-Apr-2014Assessing the performance of symmetric and asymmetric implied volatility functionsAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. Review of Quantitative Finance and Accounting 
2Mar-2010Generalized parameter functions for option pricingAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. Journal of Banking & Finance 
32008Pricing and trading European options by combining artificial neural networks and parametric models with implied parametersAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. European Journal of Operational Research 
411-Apr-2006Robust artificial neural networks for pricing of European optionsAndreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros H. Computational Economics