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Ioannis Kyriakou
Ioannis Kyriakou
Professor of Actuarial Finance, Bayes Business School (formerly Cass), City, University of London
在 city.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
An improved convolution algorithm for discretely sampled Asian options
A Černý, I Kyriakou
Quantitative Finance 11 (3), 381-389, 2011
732011
Investor sentiment for real assets: the case of dry bulk shipping market
NC Papapostolou, NK Nomikos, PK Pouliasis, I Kyriakou
Review of Finance 18 (4), 1507-1539, 2014
712014
Freight options: Price modelling and empirical analysis
NK Nomikos, I Kyriakou, NC Papapostolou, PK Pouliasis
Transportation Research Part E: Logistics and Transportation Review 51, 82-94, 2013
652013
Shipping investor sentiment and international stock return predictability
NC Papapostolou, PK Pouliasis, NK Nomikos, I Kyriakou
Transportation Research Part E: Logistics and Transportation Review 96, 81-94, 2016
592016
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
G Fusai, I Kyriakou
Mathematics of Operations Research 41 (2), 531-559, 2016
552016
Monte Carlo simulation of the CGMY process and option pricing
L Ballotta, I Kyriakou
Journal of Futures Markets 34 (12), 1095-1121, 2014
462014
Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity
NC Papapostolou, PK Pouliasis, I Kyriakou
Transportation Research Part E: Logistics and Transportation Review 104, 36-51, 2017
382017
Is green growth affected by financial risks? New global evidence from asymmetric and heterogeneous analysis
J Zhao, K Dong, X Dong, M Shahbaz, I Kyriakou
Energy Economics 113, 106234, 2022
362022
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models
M Marchese, I Kyriakou, M Tamvakis, F Di Iorio
Energy Economics 88, 104757, 2020
362020
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts
L Ballotta, G Fusai, I Kyriakou, NC Papapostolou, PK Pouliasis
Tourism Management 77, 104011, 2020
352020
Income uncertainty and the decision to invest in bulk shipping
I Kyriakou, PK Pouliasis, NC Papapostolou, NK Nomikos
European Financial Management 24 (3), 387-417, 2018
352018
Jumps and stochastic volatility in crude oil prices and advances in average option pricing
I Kyriakou, PK Pouliasis, NC Papapostolou
Quantitative Finance 16 (12), 1859-1873, 2016
292016
Forecasting benchmarks of long-term stock returns via machine learning
I Kyriakou, P Mousavi, JP Nielsen, M Scholz
Annals of Operations Research 297 (1), 221-240, 2021
282021
Communication and personal selection of pension saver’s financial risk
R Gerrard, M Hiabu, I Kyriakou, JP Nielsen
European Journal of Operational Research 274 (3), 1102-1111, 2019
272019
A general framework for pricing Asian options under stochastic volatility on parallel architectures
S Corsaro, I Kyriakou, D Marazzina, Z Marino
European Journal of Operational Research 272 (3), 1082-1095, 2019
262019
Freight derivatives pricing for decoupled mean-reverting diffusion and jumps
I Kyriakou, PK Pouliasis, NC Papapostolou, K Andriosopoulos
Transportation Research Part E: Logistics and Transportation Review 108, 80-96, 2017
262017
Convertible bond valuation in a jump diffusion setting with stochastic interest rates
L Ballotta, I Kyriakou
Quantitative Finance 15 (1), 115-129, 2015
26*2015
Affine‐structure models and the pricing of energy commodity derivatives
I Kyriakou, NK Nomikos, NC Papapostolou, PK Pouliasis
European Financial Management 22 (5), 853-881, 2016
232016
Shipping equity risk behavior and portfolio management
PK Pouliasis, NC Papapostolou, I Kyriakou, ID Visvikis
Transportation Research Part A: Policy and Practice 116, 178-200, 2018
212018
General lattice methods for arithmetic Asian options
AM Gambaro, I Kyriakou, G Fusai
European Journal of Operational Research 282 (3), 1185-1199, 2020
182020
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