1
H index
0
i10 index
7
Citations
University of Cambridge | 1 H index 0 i10 index 7 Citations RESEARCH PRODUCTION: 1 Articles 5 Papers RESEARCH ACTIVITY: 3 years (2001 - 2004). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pda36 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Theofanis Darsinos. | Is cited by: | Cites to: |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2001 | Bayesian Analysis of the Black-Scholes Option Price In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2001 | Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2002 | The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2002 | On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2003 | Bayesian Estimation of Risk-Premia in an APT Context In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2004 | Measuring style tilting and decomposing style risk In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team