Access Statistics for Christina Nikitopoulos-Sklibosios

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework 0 0 2 370 0 0 22 964
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 1 1 444 1 3 9 1,486
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 1 1 7 476
Alternative Defaultable Term Structure Models 0 0 0 87 0 0 8 190
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 1 29 0 0 5 84
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 1 1 5 229
Credit Derivative Pricing with Stochastic Volatility Models 0 1 2 62 2 3 13 207
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 1 2 4 4 2 7 14 14
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 3 50 0 1 41 117
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 1 1 3 38 1 1 7 91
Hedging Futures Options with Stochastic Interest Rates 0 1 5 76 1 6 31 206
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 61 1 2 15 214
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 1 3 145
Pricing American Options under Regime Switching Using Method of Lines 0 1 4 34 0 1 12 83
Pricing American Options with Jumps in Asset and Volatility 2 5 9 34 3 12 30 100
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 1 49 0 1 10 134
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 231 1 1 4 877
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 1 4 15 53 1 11 48 124
The Return-Volatility Relation in Commodity Futures Markets 0 2 4 196 2 5 13 271
Total Working Papers 5 18 54 2,041 17 57 297 6,012

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework 0 0 0 142 0 0 2 407
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 0 32 1 1 3 198
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 1 1 2 6
Alternative Defaultable Term Structure Models 0 0 0 1 0 0 0 17
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 1 0 0 4 12
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 1 3 18 1 2 15 80
Economic determinants of oil futures volatility: A term structure perspective 0 0 3 3 1 4 12 12
First Order Strong Approximations of Jump Diffusions 0 0 2 4 0 0 6 24
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 1 8 0 2 9 58
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 1 1 0 0 3 7
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 5 15 1 3 31 80
Real-world jump-diffusion term structure models 0 0 1 46 0 0 3 150
The Return–Volatility Relation in Commodity Futures Markets 0 0 0 2 0 1 3 48
Total Journal Articles 0 1 16 273 5 14 93 1,099

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions 0 1 5 6 1 4 21 26
Derivative Security Pricing 0 0 0 0 0 1 6 18
Total Books 0 1 5 6 1 5 27 44

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Statistics updated 2021-01-03