KYRIAKOU, IOANNIS
KYRIAKOU, IOANNIS
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General lattice methods for arithmetic Asian options
2020-01-01 Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
2021-01-01 Brignone, Riccardo; Kyriakou, Ioannis; Fusai, Gianluca
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts
2020-01-01 Ballotta, L.; Fusai, G.; Kyriakou, Ioannis; Papapostolou, N. C.; Pouliasis, P. K.
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions
2022-01-01 Kumar Das, Milan; Tsai, Henghsiu; Kyriakou, Ioannis; Fusai, Gianluca
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| General lattice methods for arithmetic Asian options | 1-gen-2020 | Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca | |
| Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models | 1-gen-2021 | Brignone, Riccardo; Kyriakou, Ioannis; Fusai, Gianluca | |
| Risk management of climate impact for tourism operators: An empirical analysis on ski resorts | 1-gen-2020 | Ballotta, L.; Fusai, G.; Kyriakou, Ioannis; Papapostolou, N. C.; Pouliasis, P. K. | |
| Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | 1-gen-2022 | Kumar Das, Milan; Tsai, Henghsiu; Kyriakou, Ioannis; Fusai, Gianluca |