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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
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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
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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
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On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; … - In: European journal of operational research : EJOR 307 (2023) 2, pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
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Bi-level optimisation of subsidy and capacity investment under competition and uncertainty
Zhang, Zixuan; Chronopoulos, Michail; Kyriakou, Ioannis; … - In: European journal of operational research : EJOR 318 (2024) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10015047734