Details about Otto Konstandatos

Access statistics for papers by Otto Konstandatos.

Last updated 2022-01-08. Update your information in the RePEc Author Service.

Short-id: pko290

Working Papers

2020

1. Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
   See also Journal Article Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements, Annals of Actuarial Science, Cambridge University Press (2020) (2020)
2. Wind Generation and the Dynamics of Electricity Prices in Australia
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)
   See also Journal Article Wind generation and the dynamics of electricity prices in Australia, Energy Economics, Elsevier (2021) View citations (12) (2021)

2018

3. Methods for Analytical Barrier Option Pricing with Multiple Exponential Time-Varying Boundaries
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)

2015

4. Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
5. Valuation of Employee Stock Options using the Exercise Multiple Approach and Life Tables
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
   See also Journal Article Valuation of employee stock options using the exercise multiple approach and life tables, Insurance: Mathematics and Economics, Elsevier (2016) View citations (2) (2016)

2014

6. Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2012

7. Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

Journal Articles

2021

1. Wind generation and the dynamics of electricity prices in Australia
   Energy Economics, 2021, 103, (C) View citations (12)
   See also Working Paper Wind Generation and the Dynamics of Electricity Prices in Australia, Research Paper Series (2020) View citations (2) (2020)

2020

2. Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements
   Annals of Actuarial Science, 2020, 14, (1), 188-218
   See also Working Paper Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements, Research Paper Series (2020) (2020)

2016

3. Valuation of employee stock options using the exercise multiple approach and life tables
   Insurance: Mathematics and Economics, 2016, 68, (C), 17-26 View citations (2)
   See also Working Paper Valuation of Employee Stock Options using the Exercise Multiple Approach and Life Tables, Research Paper Series (2015) (2015)

2009

4. A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
   Applied Mathematical Finance, 2009, 16, (6), 497-515 View citations (21)

2008

5. Two Exotic Lookback Options
   Applied Mathematical Finance, 2008, 15, (4), 387-402 View citations (4)

2005

6. A NEW METHOD OF PRICING LOOKBACK OPTIONS
   Mathematical Finance, 2005, 15, (2), 245-259 View citations (15)