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George Bouzianis
George Bouzianis
Verified email at gold.ac.uk
Title
Cited by
Cited by
Year
Levy-Ito Models in Finance
G Bouzianis, LP Hughston, S Jaimungal, L Sánchez-Betancourt
arXiv preprint arXiv:1907.08499, 2019
62019
An integrated matching-immunization model for bond portfolio optimization
P Xidonas, C Hassapis, G Bouzianis, C Staikouras
Computational Economics 51, 595-605, 2018
62018
Optimal hedging in incomplete markets
G Bouzianis, LP Hughston
Applied Mathematical Finance 27 (4), 265-287, 2020
42020
Determination of the Levy Exponent in Asset Pricing Models
G Bouzianis, L Hughston
arXiv preprint arXiv:1811.07220, 2018
32018
Information-Based Trading
G Bouzianis, LP Hughston, L Sánchez-Betancourt
arXiv preprint arXiv:2201.08875, 2022
2022
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Articles 1–5