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 |
|---|---|---|
| Credit derivatives pricing with stochastic volatility models International Journal of Theoretical and Applied Finance | 2013-08-15 | Paper |
| Real-world jump-diffusion term structure models Quantitative Finance | 2010-03-11 | Paper |
| Alternative defaultable term structure models Asia-Pacific Financial Markets | 2009-09-18 | Paper |
| A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps Applied Mathematical Finance | 2008-01-31 | Paper |
| A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES International Journal of Theoretical and Applied Finance | 2007-06-05 | Paper |
| First Order Strong Approximations of Jump Diffusions Monte Carlo Methods and Applications | 2007-04-10 | Paper |
| A class of jump-diffusion bond pricing models within the HJM framework Asia-Pacific Financial Markets | 2006-02-23 | Paper |
Research outcomes over time
This page was built for person: Christina Nikitopoulos Sklibosios
