Ioannis Kyriakou

Available identifiers

Publication	Date of Publication	Type
Risk assessment and optimal scheduling of serial projects	2024-10-09	Paper
Unified moment-based modeling of integrated stochastic processes	2024-09-05	Paper
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging	2023-07-04	Paper
Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions	2022-09-19	Paper
Efficient evaluation of alternative reinsurance strategies using control variates	2022-07-27	Paper
Forecasting benchmarks of long-term stock returns via machine learning	2021-05-05	Paper
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models	2021-03-17	Paper
General lattice methods for arithmetic Asian options	2020-01-23	Paper
Communication and personal selection of pension saver's financial risk	2019-01-09	Paper
Jumps and stochastic volatility in crude oil prices and advances in average option pricing	2018-11-13	Paper
A general framework for pricing Asian options under stochastic volatility on parallel architectures	2018-10-30	Paper
Convertible bond valuation in a jump diffusion setting with stochastic interest rates	2018-09-19	Paper
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options	2016-05-19	Paper
An improved convolution algorithm for discretely sampled Asian options	2011-04-28	Paper

This page was built for person: Ioannis Kyriakou