S. Z. Xanthopoulos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Relative Entropy Criterion and CAPM-Like Pricing
Trends in Mathematical Economics
2018-03-09Paper
Contingent claim pricing through a continuous time variational bargaining scheme
Annals of Operations Research
2018-03-02Paper
scientific article; zbMATH DE number 6689554 (Why is no real title available?)2017-02-27Paper
Contract pricing and utility sharing
IMA Journal of Management Mathematics
2014-06-30Paper
On a variational sequential bargaining pricing scheme
Optimization
2014-02-07Paper
A projected gradient dynamical system modelling the dynamics of bargaining
Journal of Difference Equations and Applications
2013-03-06Paper
A projected gradient dynamical system modelling the dynamics of bargaining
Journal of Difference Equations and Applications
2013-03-06Paper
Minimum regret pricing of contingent claims in incomplete markets
Dynamics, Games and Science I
2012-09-05Paper
Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
Journal of Difference Equations and Applications
2011-08-26Paper
SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS
International Journal of Theoretical and Applied Finance
2008-09-29Paper


Research outcomes over time


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