Number of items: **15**.

## Article

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Andriosopoulos, K. (2017).
Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps.
*Transportation Research Part E: Logistics and Transportation Review*, 108,
pp. 80-96.
doi: 10.1016/j.tre.2017.09.002

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Nomikos, N. (2017).
Income Uncertainty and the Decision to Invest in Bulk Shipping.
*European Financial Management*,
doi: 10.1111/eufm.12132

Ballotta, L., Gerrard, R. J. G. & Kyriakou, I. (2017).
Hedging of Asian options under exponential Lévy models: computation and performance.
*The European Journal of Finance*, 23(4),
pp. 297-323.
doi: 10.1080/1351847X.2015.1066694

Papapostolou, N. C., Pouliasis, P. K. & Kyriakou, I. (2017).
Herd behavior in the drybulk market: An empirical analysis of the decision to invest in new and retire existing fleet capacity.
*Transportation Research Part E: Logistics and Transportation Review*, 104,
pp. 36-51.
doi: 10.1016/j.tre.2017.05.007

Pouliasis, P. K., Kyriakou, I. & Papapostolou, N. C. (2017).
On equity risk prediction and tail spillovers.
*International Journal of Finance and Economics*, 22(4),
pp. 379-393.
doi: 10.1002/ijfe.1594

Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. & Kyriakou, I. (2016).
Shipping Investor Sentiment and International Stock Return Predictability.
*Transportation Research Part E: Logistics and Transportation Review*, 96,
pp. 81-94.
doi: 10.1016/j.tre.2016.10.006

Kyriakou, I., Pouliasis, P. K. & Papapostolou, N. C. (2016).
Jumps and stochastic volatility in crude oil prices and advances in average option pricing.
*Quantitative Finance*,
doi: 10.1080/14697688.2016.1211798

Kyriakou, I., Nomikos, N., Pouliasis, P. K. & Papapostolou, N. C. (2016).
Affine-Structure Models and the Pricing of Energy Commodity Derivatives.
*European Financial Management*, 22(5),
pp. 853-881.
doi: 10.1111/eufm.12071

Fusai, G. & Kyriakou, I. (2016).
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options.
*Mathematics of Operations Research*, 41(2),
pp. 531-559.
doi: 10.1287/moor.2015.0739

Papapostolou, N. C., Nomikos, N., Pouliasis, P. K. & Kyriakou, I. (2014).
Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*.
*Review of Finance*, 18(4),
pp. 1507-1539.
doi: 10.1093/rof/rft037

Ballotta, L. & Kyriakou, I. (2014).
Convertible bond valuation in a jump diffusion setting with stochastic interest rates.
*Quantitative Finance*,
doi: 10.1080/14697688.2014.935464

Ballotta, L. & Kyriakou, I. (2014).
Monte carlo simulation of the CGMY process and option pricing.
*Journal of Futures Markets*,
doi: 10.1002/fut.21647

Nomikos, N., Kyriakou, I., Papapostolou, N. C. & Pouliasis, P. K. (2013).
Freight options: Price modelling and empirical analysis.
*Transportation Research Part E: Logistics and Transportation Review*, 51(May),
pp. 82-94.
doi: 10.1016/j.tre.2012.12.001

Černý, A. & Kyriakou, I. (2010).
An improved convolution algorithm for discretely sampled Asian options.
*Quantitative Finance*, 11(3),
pp. 381-389.
doi: 10.1080/14697680903397667

## Thesis

Kyriakou, I. (2010).
*Efficient valuation of exotic derivatives with path-dependence and early exercise features*.
(Unpublished Doctoral thesis, City University London)

This list was generated on **Sat Feb 17 06:16:08 2018 UTC**.