Washington, DC 20052
75 Kallipoleos Street
P.O. Box 20537
George Washington University - School of Business
University of Cyprus - Department of Public and Business Administration
in Total Papers Downloads
Real options, Incomplete information and learning, R&D coordination, 2-stage games
Capital Structure, Financing Constraints, Endogenous Default, Real Options, Growth Options
Option pricing, implied volatilities, implied parameters, deterministic volatility functions, support vector machines, neural networks
Real options, economics of R&D, technical risk, path-dependency, sequential (compound) options, early versions (pilot projects) with cash multiplier, jump-diffusion
Volatility smile, nonlinear constrained optimization, implied non-recombining trees, calibration, serial dependence of returns
Option pricing, implied volatilities, deterministic volatility functions, implied volatility functions
implied parameters, deterministic volatility functions, hedging, semi-parametric approach
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