Nikolaos Halidias

18 papers Journal 18
YearRankTypeTitle / Venue / Authors
2025 J jnl
An overview of financial mathematics with Python codes.
Monte Carlo Methods Appl.
Nikolaos Halidias
2024 J jnl
A novel portfolio optimization method and its application to the hedging problem.
Monte Carlo Methods Appl.
Nikolaos Halidias
2024 J jnl
Option pricing: Examples and open problems.
Monte Carlo Methods Appl.
Nikolaos Halidias
2022 J jnl
A note on the asymptotic stability of the semi-discrete method for stochastic differential equations.
Monte Carlo Methods Appl.
Nikolaos Halidias, Ioannis S. Stamatiou
2022 J jnl
On the practical point of view of option pricing.
Monte Carlo Methods Appl.
Nikolaos Halidias
2021 J jnl
Lamperti Semi-Discrete method.
CoRR
Nikolaos Halidias, Ioannis S. Stamatiou
2021 J jnl
On the absorption probabilities and mean time for absorption for discrete Markov chains.
Monte Carlo Methods Appl.
Nikolaos Halidias
2020 J jnl
A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations.
CoRR
Nikolaos Halidias, Ioannis S. Stamatiou
2020 J jnl
Convergence rates of the Semi-Discrete method for stochastic differential equations.
CoRR
Ioannis S. Stamatiou, Nikolaos Halidias
2016 J jnl
On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method.
Comput. Methods Appl. Math.
Nikolaos Halidias, Ioannis S. Stamatiou
2016 J jnl
On the construction of boundary preserving numerical schemes.
Monte Carlo Methods Appl.
Nikolaos Halidias
2015 J jnl
A new numerical scheme for the CIR process.
Monte Carlo Methods Appl.
Nikolaos Halidias
2015 J jnl
Constructing positivity preserving numerical schemes for the two-factor CIR model.
Monte Carlo Methods Appl.
Nikolaos Halidias
2014 J jnl
A novel approach to construct numerical methods for stochastic differential equations.
Numer. Algorithms
Nikolaos Halidias
2012 J jnl
Semi-discrete approximations for stochastic differential equations and applications.
Int. J. Comput. Math.
Nikolaos Halidias
2003 J jnl
A note on a class of noncoercive functionals.
Appl. Math. Lett.
Nikolaos Halidias
2003 J jnl
Neumann boundary value problems with discontinuities.
Appl. Math. Lett.
Nikolaos Halidias
2002 J jnl
Optimal control problems for a class of nonlinear evolution equations.
Period. Math. Hung.
Nikolaos Halidias, Nikolaos S. Papageorgiou