Details about Kyriakos Chourdakis
Access statistics for papers by Kyriakos Chourdakis.
Last updated 2023-02-24. Update your information in the RePEc Author Service.
Short-id: pch32
Working Papers
2002
- Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
Working Papers, Queen Mary University of London, School of Economics and Finance
View citations (7)
2000
- Option Pricing under Discrete Shifts in Stock Returns
Working Papers, Queen Mary University of London, School of Economics and Finance
View citations (6)
- Option Pricing with a Dividend General Equilibrium Model
Working Papers, Queen Mary University of London, School of Economics and Finance
- Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains
Working Papers, Queen Mary University of London, School of Economics and Finance
View citations (3)