Stylianos Perrakis

Concordia University, Quebec - John Molson School of Business

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1M8

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

39

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Shedding Light on a Dark Matter: Jump Diffusion and Option-Implied Investor Preferences

Number of pages: 60 Posted: 10 Dec 2018
Hamed Ghanbari, Michael Oancea and Stylianos Perrakis
Dhiloon School of Business, University of Connecticut - School of Business and Concordia University, Quebec - John Molson School of Business
Downloads 39 (564,449)
Citation 1

Abstract:

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jump diffusion, stochastic dominance, risk aversion, tail risk, incomplete markets, option pricing

2.

Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach

European Financial Management, Vol. 23, Issue 5, pp. 873-901, 2017
Number of pages: 29 Posted: 05 Nov 2017
Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 0 (873,473)

Abstract:

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liquidity risk, volatility risk, credit risk, structural model