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Details about Leonidas Rompolis

E-mail:
Phone:0030-2108203413
Postal address:76 Patission street, 10434, Athens, GREECE
Workplace:Department of Accounting and Finance, Athens University of Economics and Business (AUEB), (more information at EDIRC)

Access statistics for papers by Leonidas Rompolis.

Last updated 2018-04-11. Update your information in the RePEc Author Service.

Short-id: pro646


Jump to Journal Articles

Working Papers

2017

  1. The effectiveness of unconventional monetary policy on risk aversion and uncertainty
    Working Papers, Bank of Greece Downloads

Journal Articles

2017

  1. Pricing and hedging contingent claims using variance and higher order moment swaps
    Quantitative Finance, 2017, 17, (4), 531-550 Downloads View citations (1)
  2. Retrieving risk neutral moments and expected quadratic variation from option prices
    Review of Quantitative Finance and Accounting, 2017, 48, (4), 955-1002 Downloads View citations (1)

2016

  1. Risk‐Free Rates and Variance Futures Prices
    Journal of Futures Markets, 2016, 36, (10), 943-967 Downloads

2012

  1. Exploring the role of the realized return distribution in the formation of the implied volatility smile
    Journal of Banking & Finance, 2012, 36, (4), 1028-1044 Downloads View citations (5)

2010

  1. RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS
    Journal of Financial Research, 2010, 33, (2), 125-151 Downloads View citations (4)
  2. Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
    Journal of Empirical Finance, 2010, 17, (5), 918-937 Downloads View citations (7)

2008

  1. Recovering Risk Neutral Densities from Option Prices: A New Approach
    Journal of Financial and Quantitative Analysis, 2008, 43, (4), 1037-1053 Downloads View citations (16)
 
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