Details about Leonidas Rompolis
Access statistics for papers by Leonidas Rompolis.
Last updated 2018-04-11. Update your information in the RePEc Author Service.
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- The effectiveness of unconventional monetary policy on risk aversion and uncertainty
Working Papers, Bank of Greece
- Pricing and hedging contingent claims using variance and higher order moment swaps
Quantitative Finance, 2017, 17, (4), 531-550 View citations (1)
- Retrieving risk neutral moments and expected quadratic variation from option prices
Review of Quantitative Finance and Accounting, 2017, 48, (4), 955-1002 View citations (1)
- Risk‐Free Rates and Variance Futures Prices
Journal of Futures Markets, 2016, 36, (10), 943-967
- 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 View citations (5)
- RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS
Journal of Financial Research, 2010, 33, (2), 125-151 View citations (4)
- Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
Journal of Empirical Finance, 2010, 17, (5), 918-937 View citations (7)
- Recovering Risk Neutral Densities from Option Prices: A New Approach
Journal of Financial and Quantitative Analysis, 2008, 43, (4), 1037-1053 View citations (16)
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