Christina Nikitopoulos Sklibosios

Available identifiers

zbMath Open nikitopoulos-sklibosios.christinaMaRDI QIDQ816764

List of research outcomes

Publication	Date of Publication	Type
Credit derivatives pricing with stochastic volatility models	2013-08-15	Paper
Real-world jump-diffusion term structure models	2010-03-11	Paper
Alternative defaultable term structure models	2009-09-18	Paper
A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps	2008-01-31	Paper
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES	2007-06-05	Paper
First Order Strong Approximations of Jump Diffusions	2007-04-10	Paper
A class of jump-diffusion bond pricing models within the HJM framework	2006-02-23	Paper

Research outcomes over time

This page was built for person: Christina Nikitopoulos Sklibosios