Evaluating volatility forecasts in option pricing in the context of a simulated options market. - Evdokia Xekalaki; Stavros Degiannakis (Comput. Stat. Data Anal., 2005)

On the stationarity of futures hedge ratios. - Stavros Degiannakis; Christos Floros; Enrique Salvador; Dimitrios Vougas (Oper. Res., 2022)