Items where Author is "Kyprianou, A.E."
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Article
Ballotta, L. & Kyprianou, A.E. (2001). A note on the alpha-quantile option. Applied Mathematical Finance, 8(3), pp. 137-144. doi: 10.1080/13504860210122375
Working Paper
Ballotta, L. & Kyprianou, A.E. (2000). A note on α-quantile option (Actuarial Research Paper No. 128). London, UK: Faculty of Actuarial Science & Insurance, City University London.