The following pages link to Ioannis Kyriakou (Q829143):
Displaying 12 items.
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Efficient evaluation of alternative reinsurance strategies using control variates (Q2157233) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- An improved convolution algorithm for discretely sampled Asian options (Q3169216) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)