Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Department of Statistics - Ioannis Karatzas » Department Directory
Publications
Ioannis Karatzas - Mathematical Aspects of Arbitrage (Rutgers) - YouTube
Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
JRFM | Free Full-Text | What’s Different about Bank Holding Companies?
Methods of Mathematical Finance | SpringerLink
Planar Brownian flows with rank-based characteristics: AIP Conference Proceedings: Vol 1978, No 1
Arbitrage Theory Via Numeraires: A Survey | NYU Tandon School of Engineering
Risks | Free Full-Text | Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model
Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985 | SpringerLink
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113): Karatzas, Ioannis, Shreve, Steven: 9780387976556: Amazon.com: Books
Books of Ioannis Karatzas
Ranking The Researchers and Scientists in Greece 2017 | PDF | Scholarly Communication | Methodology
Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning: Chaos: An Interdisciplinary Journal of Nonlinear Science: Vol 33, No 2
An overview of stochastic filtering theory | Advances in Applied Probability | Cambridge Core
Thera Stochastics - A Mathematics Conference in Honor of Ioannis Karatzas
Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions | SpringerLink
Brownian Models of Performance and Control
Methods of Mathematical Finance | SpringerLink
Ioannis IAKOVOU | Aristotle University of Thessaloniki, Thessaloníki | AUTH | Laboratory of Nuclear Medicine I | Research profile
Nicole EL KAROUI | Emeritus Professor | PhD+Tenure 1971 | Sorbonne Université, Paris | UPMC | Laboratoire Probabilité Statistiques Modélisaton (LPSM ex LPMA) | Research profile
