Levy-Ito Models in Finance G Bouzianis, LP Hughston, S Jaimungal, L Sánchez-Betancourt arXiv preprint arXiv:1907.08499, 2019 | 6 | 2019 |
An integrated matching-immunization model for bond portfolio optimization P Xidonas, C Hassapis, G Bouzianis, C Staikouras Computational Economics 51, 595-605, 2018 | 6 | 2018 |
Optimal hedging in incomplete markets G Bouzianis, LP Hughston Applied Mathematical Finance 27 (4), 265-287, 2020 | 4 | 2020 |
Determination of the Levy Exponent in Asset Pricing Models G Bouzianis, L Hughston arXiv preprint arXiv:1811.07220, 2018 | 3 | 2018 |
Information-Based Trading G Bouzianis, LP Hughston, L Sánchez-Betancourt arXiv preprint arXiv:2201.08875, 2022 | | 2022 |