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Kyriakos Chourdakis · Study

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Kyriakos Chourdakis

5 works· latest 2010· 3 institutionscluster: provisional

h-index5

i105

Citations402

Works here5

04

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10

Most cited in this library

COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION2009 · 175 citations
Option pricing using the fractional FFT2004 · 144 citations
Maximum likelihood estimation of non-affine volatility processes2010 · 30 citations
Switching Levy Models in Continuous Time: Finite Distributions and Option Pricing2005 · 28 citations
Non-Affine Option Pricing2004 · 25 citations

Works

5 shown

Maximum likelihood estimation of non-affine volatility processes

Journal of Empirical Finance·2010·2 authors

30citations

COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION

International Journal of Theoretical and Applied Finance·2009·2 authors·Open access

175citations

Switching Levy Models in Continuous Time: Finite Distributions and Option Pricing

SSRN Electronic Journal·2005·1 author·preprint·Open access

28citations

Non-Affine Option Pricing

The Journal of Derivatives·2004·1 author

25citations

Option pricing using the fractional FFT

The Journal of Computational Finance·2004·1 author·Open access

144citations