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Otto Konstandatos
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A new method of pricing lookback options
P Buchen, O Konstandatos
Mathematical finance: an international journal of mathematics, statistics …, 2005
482005
A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries
P Buchen, O Konstandatos
Applied Mathematical Finance 16 (6), 497-515, 2009
392009
Intrinsic connections in tree shrew V1 imply a global to local mapping
DM Alexander, PD Bourke, P Sheridan, O Konstandatos, JJ Wright
Vision research 44 (9), 857-876, 2004
392004
Wind generation and the dynamics of electricity prices in Australia
MM Mwampashi, CS Nikitopoulos, O Konstandatos, A Rai
Energy Economics 103, 105547, 2021
242021
Some recent developments in the theory of Lie group symmetries for PDEs
MJ Craddock, O Konstandatos, KA Lennox
Advances in mathematics research, 2009
132009
Third order compound option valuation of flexible commodity based mining enterprises
O Konstandatos
Archives of Business Research, 2015
112015
A new framework for pricing barrier and lookback options
O Konstandatos
School of Mathematics and Statistics, Faculty of Science, University of Sydney, 2004
102004
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies
MM Mwampashi, CS Nikitopoulos, A Rai, O Konstandatos
Energy Economics 115, 106372, 2022
92022
Two exotic lookback options
HP Bermin, P Buchen, O Konstandatos
Applied Mathematical Finance 15 (4), 387-402, 2008
92008
Valuation of employee stock options using the exercise multiple approach and life tables
T Kyng, O Konstandatos, T Bienek
Insurance: Mathematics and Economics 68, 17-26, 2016
72016
Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation.
TJ Kyng, O Konstandatos
Spreadsheets in Education 7 (2), 2014
72014
Real options analysis for commodity based mining enterprises with compound and barrier features
O Konstandatos, T Kyng
Accounting and Finance Research, 2012
62012
Global and local symmetry of the primary visual cortex: derivation of orientation preference
DM Alexander, P Sheridan, PD Bourke, O Konstandatos, JJ Wright
Submitted to Cerebral Cortex 10 (11), 1999
51999
Emergent symmetry of local and global maps in the primary visual cortex: Self-organization of orientation preference
DM Alexander, PD Bourke, P Sheridan, O Konstandatos, JJ Wright
Proceedings, Complex Systems 98, 25-31, 1998
51998
Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements
O Konstandatos
Annals of Actuarial Science 14 (1), 188-218, 2020
42020
Emergence under Hebbian learning of local maps in the primary visual cortex: orientation preference in the tree shrew
DM Alexander, PD Bourke, P Sheridan, O Konstandatos, JJ Wright
Unpublished manuscript, available at http://www. mhri. edu. au/bdl, 2000
42000
Global and local similarity of the primary visual cortex: mechanisms of orientation preference
DM Alexander, P Sheridan, PD Bourke, O Konstandatos
Proceedings HELNET97, 1997
41997
Images and barriers on the road to real options valuation
P Buchen, O Konstandatos, TJ Kyng
18th World IMACS Congress and MODSIM09 International Congress on Modelling …, 2009
32009
Pricing path dependent options: a comprehensive framework
O Konstandatos
Applications of Mathematics. VDM-Verlag Dr Mueller Aktiengeselshchaft & Co …, 2008
32008
Pricing path dependent exotic options: a comprehensive mathematical framework
O Konstandatos
(No Title), 2008
32008
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Articole 1–20