98 citations · 196 across the 32 of their papers we have counts for
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q-fin.GN2014★ 5 cited
Communication impacting financial markets
Jorgen Vitting Andersen, Ioannis Vrontos, Petros Dellaportas +1
Behavioral finance has become an increasingly important subfield of finance. However the main parts of behavioral finance, prospect theory included, understand financial markets th…
q-fin.PR2014
Arbitrage-free prediction of the implied volatility smile
Petros Dellaportas, Aleksandar Mijatović
This paper gives an arbitrage-free prediction for future prices of an arbitrary co-terminal set of options with a given maturity, based on the observed time series of these option…