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Communication and personal selection of pension saver's financial risk

Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; … - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1102-1111

Persistent link: https://www.econbiz.de/10011990304

A general framework for pricing Asian options under stochastic volatility on parallel architecture

Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; … - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1082-1095

Persistent link: https://www.econbiz.de/10011942796

Choice of benchmark when forecasting long-term stock returns

Kyriakou, Ioannis; Mousavi, Parastoo; Nielsen, Jens Perch; … - 2018

Persistent link: https://www.econbiz.de/10011864688

Machine learning for forecasting excess stock returns : the five-year-view : a preprint

Kyriakou, Ioannis; Mousavi, Parastoo; Nielsen, Jens Perch; … - 2019

Persistent link: https://www.econbiz.de/10012138036

General lattice methods for arithmetic Asian options

Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1185-1199

Persistent link: https://www.econbiz.de/10012161893

Application of operations research to financial markets

Kyriakou, Ioannis (ed.); Pantelous, Athanasios A. (ed.); … - Symposium on Quantitative Finance and Risk Analysis … - 2019

Persistent link: https://www.econbiz.de/10012153438

Preface: application of operations research to financial markets

Kyriakou, Ioannis; Pantelous, Athanasios A.; Sermpinis, … - In: Application of operations research to financial markets, (pp. 1-2). 2019

Persistent link: https://www.econbiz.de/10012157301

Hedging of Asian options under exponential Lévy models : computation and performance

Ballotta, Laura; Gerrard, Russell; Kyriakou, Ioannis - In: The European journal of finance 23 (2017) 4/6, pp. 297-323

Persistent link: https://www.econbiz.de/10011736257

On equity risk prediction and tail spillovers

Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 379-393

Persistent link: https://www.econbiz.de/10011960379

An improved convolution algorithm for discretely sampled Asian options

Cerny, Ales; Kyriakou, Ioannis - In: Quantitative Finance 11 (2010) 3, pp. 381-389

We suggest an improved FFT pricing algorithm for discretely sampled Asian options with general independently distributed returns in the underlying. Our work complements the studies of Carverhill and Clewlow [Risk, 1990, 3(4), 25-29], Benhamou [J. Comput. Finance, 2002, 6(1), 49-68], and Fusai...

Persistent link: https://www.econbiz.de/10009208347