Concepedia

Andrew Ziogas

AZ

Statistics

Publications

7

Citations

190

H-Index

7

Active since

2004

Affiliations

University of Technology Sydney(Current)

Andrew Ziogas is an author at University of Technology Sydney specializing in option pricing, option pricing models, and financial economics.

Publications per year

2004–2013

7

Publications

7

Evaluation of American strangles

Carl Chiarella, Andrew Ziogas · Journal of Economic Dynamics and Control · 2004 · 51 citations

Medicine, Ophthalmology, Strabismus +1

American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach

Carl Chiarella, Andrew Ziogas · Applied Mathematical Finance · 2008 · 32 citations · Full text

Business, Economics, Finance +17

The representation of American options prices under stochastic volatility and jump-diffusion dynamics

Gerald H. L. Cheang, Carl Chiarella, Andrew Ziogas · Quantitative Finance · 2011 · 28 citations

Business, Finance, Financial Economics +16

A Survey of the Integral Representation of American Option Prices

Carl Chiarella, Adam Kučera, Andrew Ziogas · Research paper series · 2004 · 26 citations

Business, Economics, Finance +13

Pricing American Options under Stochastic Volatility

Andrew Ziogas, Carl Chiarella · Computing in Economics and Finance · 2005 · 22 citations

Business, Business Economics, Differential Equations +16

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