Browsing by Author "Konstandatos, Otto"

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Browsing by Author "Konstandatos, Otto"

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  • Buchen, Peter; Konstandatos, Otto; Kyng, Timothy (Modelling & Simulation Soc of Aust & NZ & Int Association for Mathematics & Computers in Simulation, 2009)
    for the flexibility inherent in many investment projects. This has been recognized and the attempt to value the such flexibilities is known as Real Options Analysis. This type of investment analysis involves applications ...
  • Alexander, David; Bourke, Paul; Sheridan, Phillip; Konstandatos, Otto; Wright, James (Elsevier Ltd, 2004)
    The local-global map hypothesis states that locally organized response properties??such as orientation preference??result from visuotopically organized local maps of non-retinotopic response properties. In the tree shrew, ...
  • Buchen, Peter; Konstandatos, Otto (Routledge, 2009)
    We consider in this article the arbitrage free pricing of double knock-out barrier options with payoffs that are arbitrary functions of the underlying asset, where we allow exponentially time-varying barrier levels in an ...
  • Buchen, Peter; Konstandatos, Otto (Wiley-Blackwell, 2005)
    A new method for pricing lookback options (a.k.a.hindsightoptions) is presented, which simplifies the derivation of analytical formulas for this class of exotics in the Black-Scholes framework. Underlying the method is the ...
  • Craddock, Mark; Konstandatos, Otto; Lennox, Kelly (Nova Science Publishers, 2009)
    Lie group symmetry methods provide a powerful tool for the analysis of PDEs. Over the last thirty years, considerable progress has been made in the development of this field. In this article, we provide a brief introduction ...
  • Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto (Routledge, 2008)
    This paper formally analyses two exotic options with lookback features, referred to as extreme spread lookback options and look-barrier options, first introduced by Bermin. The holder of such options receives partial ...