Foivos Xanthos

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
On local convexity in $\mathbb{L}^0$ and switching probability measures Positivity	2023-01-19	Paper
On the extension property of dilatation monotone risk measures Statistics & Risk Modeling	2022-01-10	Paper
Stability properties of Haezendonck-Goovaerts premium principles Insurance Mathematics & Economics	2020-11-19	Paper
The strong Fatou property of risk measures Dependence Modeling	2020-01-13	Paper
Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures Studia Mathematica	2019-10-16	Paper
A local Hahn-Banach theorem and its applications Archiv der Mathematik	2019-05-17	Paper
On local convexity in $\mathbb{L}^0$ and switching probability measures (available as arXiv preprint)	2019-02-03	Paper
Duality for unbounded order convergence and applications Positivity	2018-09-05	Paper
On the C-property and $w^$-representations of risk measures Mathematical Finance*	2018-05-25	Paper
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces Finance and Stochastics	2018-04-06	Paper
Option spanning beyond $L_p$-models Mathematics and Financial Economics	2017-11-09	Paper
Uo-convergence and its applications to Cesàro means in Banach lattices Israel Journal of Mathematics	2017-10-09	Paper
Numerical solution of stochastic differential equations with additive noise by Runge-Kutta methods	2017-02-17	Paper
Spaces of regular abstract martingales Journal of Mathematical Analysis and Applications	2015-11-17	Paper
Unbounded order convergence and application to martingales without probability Journal of Mathematical Analysis and Applications	2015-03-27	Paper
A version of Kalton's theorem for the space of regular operators Collectanea Mathematica	2015-02-10	Paper
A note on the equilibrium theory of economies with asymmetric information Journal of Mathematical Economics	2014-12-03	Paper
Reflexive cones Positivity	2013-09-19	Paper
Grothendieck ordered Banach spaces with an interpolation property Proceedings of the American Mathematical Society	2013-03-19	Paper
Nonreplication of options Mathematical Finance	2013-02-28	Paper
Cone characterization of Grothendieck spaces and Banach spaces containing $c _{0}$ Positivity	2012-04-12	Paper
Maximal submarkets that replicate any option Annals of Finance	2011-08-25	Paper
Runge Kutta families for additive noise stochastic differential equations	2009-04-21	Paper

Research outcomes over time

This page was built for person: Foivos Xanthos

Publication	Date of Publication	Type
On local convexity in \(\mathbb{L}^0\) and switching probability measures Positivity	2023-01-19	Paper
On the extension property of dilatation monotone risk measures Statistics & Risk Modeling	2022-01-10	Paper
Stability properties of Haezendonck-Goovaerts premium principles Insurance Mathematics & Economics	2020-11-19	Paper
The strong Fatou property of risk measures Dependence Modeling	2020-01-13	Paper
Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures Studia Mathematica	2019-10-16	Paper
A local Hahn-Banach theorem and its applications Archiv der Mathematik	2019-05-17	Paper
On local convexity in $\mathbb{L}^0$ and switching probability measures (available as arXiv preprint)	2019-02-03	Paper
Duality for unbounded order convergence and applications Positivity	2018-09-05	Paper
On the C-property and \(w^\)-representations of risk measures Mathematical Finance*	2018-05-25	Paper
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces Finance and Stochastics	2018-04-06	Paper
Option spanning beyond \(L_p\)-models Mathematics and Financial Economics	2017-11-09	Paper
Uo-convergence and its applications to Cesàro means in Banach lattices Israel Journal of Mathematics	2017-10-09	Paper
Numerical solution of stochastic differential equations with additive noise by Runge-Kutta methods	2017-02-17	Paper
Spaces of regular abstract martingales Journal of Mathematical Analysis and Applications	2015-11-17	Paper
Unbounded order convergence and application to martingales without probability Journal of Mathematical Analysis and Applications	2015-03-27	Paper
A version of Kalton's theorem for the space of regular operators Collectanea Mathematica	2015-02-10	Paper
A note on the equilibrium theory of economies with asymmetric information Journal of Mathematical Economics	2014-12-03	Paper
Reflexive cones Positivity	2013-09-19	Paper
Grothendieck ordered Banach spaces with an interpolation property Proceedings of the American Mathematical Society	2013-03-19	Paper
Nonreplication of options Mathematical Finance	2013-02-28	Paper
Cone characterization of Grothendieck spaces and Banach spaces containing \(c _{0}\) Positivity	2012-04-12	Paper
Maximal submarkets that replicate any option Annals of Finance	2011-08-25	Paper
Runge Kutta families for additive noise stochastic differential equations	2009-04-21	Paper