Public and Business Administration Department, University of Cyprus
Doctor of Philosophy, Finance

Thesis Title: Parametric and Nonparametric Functional Estimation for Option Pricing with Applications in Hedging and
                    Trading

Essay #1: Pricing and Trading European Options by Combining Artificial Neural Networks and Parametric
                Models with Implied Parameters
Essay #2: Robust Artificial Neural Networks for Pricing of European Options
Essay #3: Generalizing the Deterministic Volatility Functions for Enhanced Option Pricing
Essay #4: Functional Estimation for Option Pricing Via Support Vector Regression