Christakis Charalambous

University of Cyprus - Department of Public and Business Administration

Professor of Management Science; (Chairman)

75 Kallipoleos Street

P.O. Box 20537

Nicosia CY-1678

CYPRUS

SCHOLARLY PAPERS

6

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CITATIONS

2

Scholarly Papers (6)

Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction

Number of pages: 35 Posted: 10 Feb 2001
Christakis Charalambous, Andreas Charitou and Froso Kaourou
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus
Downloads 1,077 (15,275)
Citation 2

Abstract:

Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction

Annals of Operations Research
Posted: 10 Feb 2001
Christakis Charalambous, Andreas Charitou and Froso Kaourou
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus

Abstract:

2.

Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

Number of pages: 25 Posted: 16 Jun 2008
Panayiotis C. Andreou, Christakis Charalambous and Spiros Martzoukos
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Downloads 257 (86,936)

Abstract:

Option pricing, implied volatilities, implied parameters, deterministic volatility functions, support vector machines, neural networks

3.

Option Pricing on Non-Recombining Implied Trees Assuming Serial Dependence of Returns

Number of pages: 44 Posted: 06 Mar 2008
Christakis Charalambous, Eleni D. Constantinide and Spiros Martzoukos
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus - Department of Public and Business Administration
Downloads 107 (208,499)

Abstract:

Volatility smile, nonlinear constrained optimization, implied non-recombining trees, calibration, serial dependence of returns

4.

Assessing the Performance of Symmetric and Asymmetric Implied Volatility Functions

Posted: 09 Jul 2008 Last Revised: 16 Jan 2011
Panayiotis C. Andreou, Christakis Charalambous and Spiros Martzoukos
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration

Abstract:

Option pricing, implied volatilities, deterministic volatility functions, implied volatility functions

5.

Generalized Parameter Functions for Option Pricing

Journal of Banking & Finance, Volume 34, Issue 3, March 2010, Pages 633-646
Posted: 17 Mar 2008 Last Revised: 19 Jul 2015
Christakis Charalambous, Panayiotis C. Andreou and Spiros Martzoukos
University of Cyprus - Department of Public and Business Administration, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

Abstract:

implied parameters, deterministic volatility functions, hedging, semi-parametric approach

6.

Predicting Corporate Failure: Empirical Evidence for the UK

European Accounting Review, Vol. 13, No. 3
Posted: 25 Jun 2004
Christakis Charalambous, Andreas Charitou and Evi Neophytou
University of Cyprus - Department of Public and Business Administration, University of Cyprus and Athens University of Economics and Business - Department of Accounting and Finance

Abstract: