John Hatgioannides

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Top Topics

Information Retrieval

Main Contribution

Top Venues

Ann. Oper. Res.

Publications

Nikolaos Karouzakis, John Hatgioannides, Kostas Andriosopoulos
Convexity adjustment for constant maturity swaps in a multi-curve framework. Ann. Oper. Res. 266 (1-2) (2018)