| A new method of pricing lookback options P Buchen, O Konstandatos Mathematical finance: an international journal of mathematics, statistics …, 2005 | 50 | 2005 |
| A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries P Buchen, O Konstandatos Applied Mathematical Finance 16 (6), 497-515, 2009 | 49 | 2009 |
| Wind generation and the dynamics of electricity prices in Australia MM Mwampashi, CS Nikitopoulos, O Konstandatos, A Rai Energy Economics 103, 105547, 2021 | 42 | 2021 |
| Intrinsic connections in tree shrew V1 imply a global to local mapping DM Alexander, PD Bourke, P Sheridan, O Konstandatos, JJ Wright Vision research 44 (9), 857-876, 2004 | 38 | 2004 |
| Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies MM Mwampashi, CS Nikitopoulos, A Rai, O Konstandatos Energy Economics 115, 106372, 2022 | 20 | 2022 |
| Some recent developments in the theory of Lie group symmetries for PDEs MJ Craddock, O Konstandatos, KA Lennox Advances in mathematics research, 2009 | 15 | 2009 |
| Third order compound option valuation of flexible commodity based mining enterprises O Konstandatos Archives of Business Research, 2015 | 12 | 2015 |
| A new framework for pricing barrier and lookback options O Konstandatos School of Mathematics and Statistics, Faculty of Science, University of Sydney, 2004 | 12 | 2004 |
| Two exotic lookback options HP Bermin, P Buchen, O Konstandatos Applied Mathematical Finance 15 (4), 387-402, 2008 | 10 | 2008 |
| Valuation of employee stock options using the exercise multiple approach and life tables T Kyng, O Konstandatos, T Bienek Insurance: Mathematics and Economics 68, 17-26, 2016 | 7 | 2016 |
| Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation. TJ Kyng, O Konstandatos Spreadsheets in Education 7 (2), 2014 | 7 | 2014 |
| Real options analysis for commodity based mining enterprises with compound and barrier features O Konstandatos, T Kyng Accounting and Finance Research, 2012 | 7 | 2012 |
| Global and local symmetry of the primary visual cortex: derivation of orientation preference DM Alexander, P Sheridan, PD Bourke, O Konstandatos, JJ Wright Submitted to Cerebral Cortex, 1999 | 6 | 1999 |
| Pricing path dependent options: a comprehensive mathematical framework O Konstandatos VDM Verlag, Saarbruecken, Germany, 2008 | 5 | 2008 |
| Emergent symmetry of local and global maps in the primary visual cortex: Self-organization of orientation preference DM Alexander, PD Bourke, P Sheridan, O Konstandatos, JJ Wright Proceedings Complex Systems 98, 25-31, 1998 | 5 | 1998 |
| Global and local similarity of the primary visual cortex: mechanisms of orientation preference DM Alexander, P Sheridan, PD Bourke, O Konstandatos Proceedings HELNET97, 1997 | 5 | 1997 |
| Fair-value analytical valuation of reset executive stock options consistent with ifrs9 requirements O Konstandatos Annals of Actuarial Science 14 (1), 188-218, 2020 | 4 | 2020 |
| Pricing path dependent options: a comprehensive framework O Konstandatos Applications of Mathematics. VDM-Verlag Dr Mueller Aktiengeselshchaft & Co …, 2008 | 4 | 2008 |
| Emergence under Hebbian learning of local maps in the primary visual cortex: orientation preference in the tree shrew DM Alexander, PD Bourke, P Sheridan, O Konstandatos, JJ Wright Unpublished manuscript, available at http://www. mhri. edu. au/bdl, 2000 | 4 | 2000 |
| Methods for Analytical Barrier Option Pricing with Multiple Exponential Time-Varying Boundaries O Konstandatos Quantitative Finance Research Centre, University of Technology, Sydney …, 2018 | 3 | 2018 |
James WrightProfessor of Psychological Medicine, University of AucklandVerified email at auckland.ac.nz
