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Otto Konstandatos

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This is information that was supplied by Otto Konstandatos in registering through RePEc. If you are Otto Konstandatos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Otto
Middle Name:
Last Name: Konstandatos
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RePEc Short-ID: pko290

Email: [This author has chosen not to make the email address public]
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=1344
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Affiliation

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Works

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Articles

  1. Peter Buchen & Otto Konstandatos, 2009. "A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(6), pages 497-515.
  2. Hans-Peter Bermin & Peter Buchen & Otto Konstandatos, 2008. "Two Exotic Lookback Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 387-402.
  3. Peter Buchen & Otto Konstandatos, 2005. "A New Method Of Pricing Lookback Options," Mathematical Finance, Wiley Blackwell, vol. 15(2), pages 245-259.

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