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Leontsinis, Stamatis's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
278 |
Total
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1.
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Alexander, Carol University of Reading - ICMA Centre Leontsinis, Stamatis University of Reading - ICMA Centre
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01 Jun 11
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Last Revised:
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17 Jun 11
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143
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Model Risk, Variance Swap, Volatility Index, VIX, FTSE 100, VFTSE
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2.
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Alexander, Carol University of Reading - ICMA Centre Rubinov, Alexander Technical University Munich Kalepky, Markus Technical University Munich Leontsinis, Stamatis University of Reading - ICMA Centre
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19 Sep 10
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Last Revised:
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30 Apr 11
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135
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Delta-hedging, smile-adjustment, Black-Scholes-Merton, stickymodels, FTSE 100 options, Markov switching, principal components
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