1. A binomial model for pricing US-style average options with reset features. (2nd August 2010) Authors: Costabile, Massimo; Massabo, Ivar; Russo, Emilio Journal: International journal of financial markets and derivatives Issue: Volume 1:Number 3(2010) Page Start: 258 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A comparison between the recent financial crisis of 2008 and the crisis of 1999 in the Athens Stock Market. (1st January 2012) Authors: Maligkris, Anastasios; Koulakiotis, Athanasios; Kiohos, Apostolos Journal: International journal of financial markets and derivatives Issue: Volume 3:Number 1(2012) Page Start: 12 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A directional movement trading strategy using jump-diffusion price dynamics. (12th April 2022) Authors: Mandal, Satrajit; Bhattacharya, Sujoy Journal: International journal of financial markets and derivatives Issue: Volume 8:Number 3(2022) Page Start: 223 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A general method for pricing European exotic options under Lévy processes. (19th September 2011) Authors: Agliardi, Rossella Journal: International journal of financial markets and derivatives Issue: Volume 2:Number 3(2011) Page Start: 209 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A general method for pricing European exotic options under Lévy processes. (1st January 2011) Authors: Agliardi, Rossella Journal: International journal of financial markets and derivatives Issue: Volume 2:Number 3(2011) Page Start: 209 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A model of stock option prices. (1st January 2011) Authors: Yang, Zhongjin; Yang, Cassidy Journal: International journal of financial markets and derivatives Issue: Volume 2:Number 4(2011) Page Start: 288 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A model of stock option prices. (28th February 2012) Authors: Yang, Zhongjin; Yang, Cassidy Journal: International journal of financial markets and derivatives Issue: Volume 2:Number 4(2011) Page Start: 288 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A non-Markov model for volatility jumps. (19th September 2011) Authors: Arunachalam, V.; Blanco, L.; Dharmaraja, S. Journal: International journal of financial markets and derivatives Issue: Volume 2:Number 3(2011) Page Start: 223 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A non-Markov model for volatility jumps. (1st January 2011) Authors: Arunachalam, V.; Blanco, L.; Dharmaraja, S. Journal: International journal of financial markets and derivatives Issue: Volume 2:Number 3(2011) Page Start: 223 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A performance evaluation of smart beta exchange traded funds. (6th December 2019) Authors: Rompotis, Gerasimos G. Journal: International journal of financial markets and derivatives Issue: Volume 7:Number 2(2019) Page Start: 124 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗