30 citations · 59 across the 8 of their papers we have counts for
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q-fin.ST2016
S&P500 Forecasting and Trading using Convolution Analysis of Major Asset Classes
Panagiotis Papaioannou, Thomas Dionysopoulos, Dietmar Janetzko +1
By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able t…
q-fin.PR2016
Pricing Weakly Model Dependent Barrier Products
Jan Kuklinski, Panagiotis Papaioannou, Kevin Tyloo
We discuss the pricing methodology for Bonus Certificates and Barrier Reverse-Convertible Structured Products. Pricing for a European barrier condition is straightforward for produ…