3
H index
1
i10 index
41
Citations
Otto Konstandatos : Citation Profile
University of Technology Sydney (50% share) | RESEARCH PRODUCTION: 6 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Otto Konstandatos. | Is cited by:
| Cites to:
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Main data
Where Otto Konstandatos has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Mathematical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney | 4 |
| Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney | 3 |
Recent works citing Otto Konstandatos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12. Full description at Econpapers || Download paper |
| 2023 | The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x. Full description at Econpapers || Download paper |
| 2023 | Partial quanto lookback options. (2023). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002066. Full description at Econpapers || Download paper |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
| 2023 | Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x. Full description at Econpapers || Download paper |
| 2023 | Pricing multi-step double barrier options by the efficient non-crossing probability. (2023). Lee, Minha ; Kong, Byungdoo ; Ha, Hongjun. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001459. Full description at Econpapers || Download paper |
| 2024 | Valuing of timer path-dependent options. (2024). Yoon, Ji-Hun ; Kim, Donghyun ; Ha, Mijin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:208-227. Full description at Econpapers || Download paper |
| 2023 | Analytic Method for Pricing Vulnerable External Barrier Options. (2023). Yoon, Ji-Hun ; Kim, Donghyun. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10251-9. Full description at Econpapers || Download paper |
Works by Otto Konstandatos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | A NEW METHOD OF PRICING LOOKBACK OPTIONS In: Mathematical Finance. [Full Text][Citation analysis] | article | 9 |
| 2020 | Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 0 |
| 2020 | Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements.(2020) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Wind generation and the dynamics of electricity prices in Australia In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2020 | Wind Generation and the Dynamics of Electricity Prices in Australia.(2020) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | Valuation of employee stock options using the exercise multiple approach and life tables In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Valuation of Employee Stock Options using the Exercise Multiple Approach and Life Tables.(2015) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Two Exotic Lookback Options In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 17 |
| 2012 | Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation In: Published Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Methods for Analytical Barrier Option Pricing with Multiple Exponential Time-Varying Boundaries In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team