Search Results - Constantinou, Nick

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    Pricing extendible options using the fast Fourier transform

    Pricing extendible options using the fast Fourier transform by Ibrahim, Siti Nur Iqmal, O'Hara, John G., Constantinou, Nick

    Published 2014
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  2. 2
    Pricing holder-extendable call options with mean-reverting stochastic volatility

    Pricing holder-extendable call options with mean-reverting stochastic volatility by Ibrahim, Siti Nur Iqmal, Hernandez, A. Diaz, O'Hara, John G., Constantinou, Nick

    Published 2015
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