Division of Business Administration
School of Law and Economics
Thessaloniki, Macedonia 54124
Aristotle University of Thessaloniki
in Total Papers Citations
Risk correction, skewness, kurtosis, variance swaps, volatility swaps, option smile
stock beta, price jump, noise trading, information, return skew, asymmetric beta, information beta, Lévy process
Risk premia, Jump premia, Levy processes
affine model, affine process, CaR process, credit risk, loss-given-default, stochastic discount factor, term structure, through-the-cycle, WAR process
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