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Items where City Author is "Kyriakou, Ioannis"

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Number of items: 18.

Article

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.10.038

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X and Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200.

Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. and Marino, Z. (2018). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.07.017

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and 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)

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