Anastasios G. Malliaris

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!

Publication	Date of Publication	Type
Itô's calculus and the derivation of the Black-Scholes option-pricing model Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Episodic nonlinearity in leading global currencies Open Economies Review	2019-08-07	Paper
\(n\)-tuple S\&P patterns across decades, 1950--2011 CEJOR. Central European Journal of Operations Research	2016-06-30	Paper
Nonlinear bivariate comovements of asset prices: methodology, tests and applications Computational Economics	2010-01-25	Paper
scientific article; zbMATH DE number 5013255 (Why is no real title available?)	2006-03-20	Paper
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule European Journal of Operational Research	2005-01-12	Paper
scientific article; zbMATH DE number 509197 (Why is no real title available?)	1994-02-24	Paper
scientific article; zbMATH DE number 176608 (Why is no real title available?)	1993-05-18	Paper
scientific article; zbMATH DE number 43867 (Why is no real title available?)	1992-09-17	Paper
An empirical investigation among real, monetary and financial variables Economics Letters	1991-01-01	Paper
Discounting Certain Random Sums Scandinavian Actuarial Journal	1990-01-01	Paper
Minimizing a Quadratic Payoff with Monotone Controls Mathematics of Operations Research	1987-01-01	Paper
Asymptotic Growth under Uncertainty: Existence and Uniqueness Review of Economic Studies	1987-01-01	Paper
Itô’s Calculus in Financial Decision Making SIAM Review	1983-01-01	Paper
scientific article; zbMATH DE number 3754355 (Why is no real title available?)	1981-01-01	Paper
Martingale Methods in Financial Decision-Making SIAM Review	1981-01-01	Paper

Research outcomes over time

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