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ORCIDNikolaos Halidias
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2020 – today
- 2024
[j14]Nikolaos Halidias
:
Option pricing: Examples and open problems. Monte Carlo Methods Appl. 30(1): 1-17 (2024)- [j13]Nikolaos Halidias:
A novel portfolio optimization method and its application to the hedging problem. Monte Carlo Methods Appl. 30(3): 249-267 (2024) - 2022
- [j12]Nikolaos Halidias, Ioannis S. Stamatiou:
A note on the asymptotic stability of the semi-discrete method for stochastic differential equations. Monte Carlo Methods Appl. 28(1): 13-25 (2022) - [j11]Nikolaos Halidias:
On the practical point of view of option pricing. Monte Carlo Methods Appl. 28(4): 307-318 (2022) - 2021
- [j10]Nikolaos Halidias:
On the absorption probabilities and mean time for absorption for discrete Markov chains. Monte Carlo Methods Appl. 27(2): 105-115 (2021) - [i3]Nikolaos Halidias, Ioannis S. Stamatiou:
Lamperti Semi-Discrete method. CoRR abs/2104.06149 (2021) - 2020
- [i2]Ioannis S. Stamatiou, Nikolaos Halidias:
Convergence rates of the Semi-Discrete method for stochastic differential equations. CoRR abs/2001.07483 (2020) - [i1]Nikolaos Halidias, Ioannis S. Stamatiou:
A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations. CoRR abs/2008.03148 (2020)
2010 – 2019
- 2016
- [j9]Nikolaos Halidias, Ioannis S. Stamatiou:
On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method. Comput. Methods Appl. Math. 16(1): 105-132 (2016) - [j8]Nikolaos Halidias:
On the construction of boundary preserving numerical schemes. Monte Carlo Methods Appl. 22(4): 277-289 (2016) - 2015
- [j7]Nikolaos Halidias:
A new numerical scheme for the CIR process. Monte Carlo Methods Appl. 21(3): 245-253 (2015) - [j6]Nikolaos Halidias:
Constructing positivity preserving numerical schemes for the two-factor CIR model. Monte Carlo Methods Appl. 21(4): 313-323 (2015) - 2014
- [j5]Nikolaos Halidias:
A novel approach to construct numerical methods for stochastic differential equations. Numer. Algorithms 66(1): 79-87 (2014) - 2012
- [j4]Nikolaos Halidias:
Semi-discrete approximations for stochastic differential equations and applications. Int. J. Comput. Math. 89(6): 780-794 (2012)
2000 – 2009
- 2003
- [j3]Nikolaos Halidias:
Neumann boundary value problems with discontinuities. Appl. Math. Lett. 16(5): 729-732 (2003) - [j2]Nikolaos Halidias:
A note on a class of noncoercive functionals. Appl. Math. Lett. 16(8): 1201-1204 (2003) - 2002
- [j1]Nikolaos Halidias, Nikolaos S. Papageorgiou:
Optimal control problems for a class of nonlinear evolution equations. Period. Math. Hung. 45(1-2): 43-63 (2002)
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