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Dimitris Flamouris

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Publications

2

Citations

61

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2

Active since

2001

Affiliations

City, University of London(Current)

Dimitris Flamouris is an author at City, University of London specializing in probability theory, option pricing, and business.

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Publications per year

2001–2007

2

Publications

2

Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach

Dimitris Flamouris, Daniel Giamouridis · Journal of Futures Markets · 2001 · 42 citations

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Approximate basket option valuation for a simplified jump process

Dimitris Flamouris, Daniel Giamouridis · Journal of Futures Markets · 2007 · 19 citations

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