Dimosthenis Karaflos

Athens University of Economics and Business

Graduate

76 Patission Street

Athens, 104 34

Greece

SCHOLARLY PAPERS

2

DOWNLOADS

220

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Application of the Heston's Stochastic Volatility Model on the Greek Stock Market

Number of pages: 8 Posted: 26 Apr 2015
Dimosthenis Karaflos
Athens University of Economics and Business
Downloads 121 (420,493)

Abstract:

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Implied volatility, Stock market risk, Options pricing, Trading stocks, Model estimation

2.

The Implied Volatility of Greek Options and the Political Risk in Eurozone

Number of pages: 14 Posted: 04 Apr 2015
Dimosthenis Karaflos
Athens University of Economics and Business
Downloads 99 (486,357)

Abstract:

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Implied volatility, stock market risk, political risk, implied volatility spillover