Items where Author is "Skindilias, Konstantinos" | London Met Repository

London Met Website

Items where Author is "Skindilias, Konstantinos"

[up]

Group by: Item Type | No Grouping

Jump to: Article

Number of items: 2.

Article

Cerrato, Mario, Lo, Chia Chun and Skindilias, Konstantinos (2011) Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diffusions. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (28). pp. 1-22.

Lo, Chia Chun and Skindilias, Konstantinos (2011) Local Volatility Calibration with the Markov Chain Approximation. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (29). pp. 1-11.

This list was generated on Sat Nov 23 22:32:08 2024 UTC.