Anastasiia Sokko

University of Zurich, Department of Banking and Finance

PhD Candidate

Schönberggasse 1

Zurich

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

392

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Closed Form Option Pricing Under Generalized Hermite Expansions

Number of pages: 15 Posted: 05 Nov 2013 Last Revised: 21 Mar 2018
Institute of Banking and Finance, University of Zürich, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich, Department of Banking and Finance
Downloads 265 (124,036)
Citation 1

Abstract:

Loading...

European options, generalized Hermite series expansion, calibration

2.

Margin Requirements and Evolutionary Asset Pricing

Swiss Finance Institute Research Paper No. 17-20
Number of pages: 41 Posted: 14 Jun 2017
Anastasiia Sokko and Klaus Reiner Schenk-Hoppé
University of Zurich, Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 81 (324,392)
Citation 1

Abstract:

Loading...

Margin Trading; Short Selling; Brokers; Evolutionary Finance

3.

Testing the Stochastic Disorder Model on Stock Markets

Swiss Finance Institute Research Paper No. 17-79
Number of pages: 33 Posted: 24 Jan 2018
Anastasiia Sokko
University of Zurich, Department of Banking and Finance
Downloads 46 (433,798)

Abstract:

Loading...

Bubbles, market timing, quickest disorder detection