Ioannis Kyriakou

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
Risk assessment and optimal scheduling of serial projects OR Spectrum	2024-10-09	Paper
Unified moment-based modeling of integrated stochastic processes Operations Research	2024-09-05	Paper
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging European Journal of Operational Research	2023-07-04	Paper
Technical note -- On matrix exponential differentiation with application to weighted sum distributions Operations Research	2022-09-19	Paper
Efficient evaluation of alternative reinsurance strategies using control variates European Actuarial Journal	2022-07-27	Paper
Forecasting benchmarks of long-term stock returns via machine learning Annals of Operations Research	2021-05-05	Paper
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models Insurance Mathematics & Economics	2021-03-17	Paper
General lattice methods for arithmetic Asian options European Journal of Operational Research	2020-01-23	Paper
Communication and personal selection of pension saver's financial risk European Journal of Operational Research	2019-01-09	Paper
Jumps and stochastic volatility in crude oil prices and advances in average option pricing Quantitative Finance	2018-11-13	Paper
A general framework for pricing Asian options under stochastic volatility on parallel architectures European Journal of Operational Research	2018-10-30	Paper
Convertible bond valuation in a jump diffusion setting with stochastic interest rates Quantitative Finance	2018-09-19	Paper
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options Mathematics of Operations Research	2016-05-19	Paper
An improved convolution algorithm for discretely sampled Asian options Quantitative Finance	2011-04-28	Paper

Research outcomes over time

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