Nikolaos Halidias

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 9

Top Topics

Differential Equations

Black Scholes Model

Numerical Scheme

Top Venues

Monte Carlo Methods Appl.

Comput. Methods Appl. Math.

Numer. Algorithms

Publications

Nikolaos Halidias
Option pricing: Examples and open problems. Monte Carlo Methods Appl. 30 (1) (2024)
Nikolaos Halidias, Ioannis S. Stamatiou
A note on the asymptotic stability of the semi-discrete method for stochastic differential equations. Monte Carlo Methods Appl. 28 (1) (2022)
Nikolaos Halidias
On the practical point of view of option pricing. Monte Carlo Methods Appl. 28 (4) (2022)
Nikolaos Halidias
On the absorption probabilities and mean time for absorption for discrete Markov chains. Monte Carlo Methods Appl. 27 (2) (2021)
Nikolaos Halidias, Ioannis S. Stamatiou
Lamperti Semi-Discrete method. CoRR (2021)
Nikolaos Halidias, Ioannis S. Stamatiou
A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations. CoRR (2020)
Ioannis S. Stamatiou, Nikolaos Halidias
Convergence rates of the Semi-Discrete method for stochastic differential equations. CoRR (2020)
Nikolaos Halidias, Ioannis S. Stamatiou
On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method. Comput. Methods Appl. Math. 16 (1) (2016)
Nikolaos Halidias
On the construction of boundary preserving numerical schemes. Monte Carlo Methods Appl. 22 (4) (2016)
Nikolaos Halidias
A new numerical scheme for the CIR process. Monte Carlo Methods Appl. 21 (3) (2015)
Nikolaos Halidias
Constructing positivity preserving numerical schemes for the two-factor CIR model. Monte Carlo Methods Appl. 21 (4) (2015)
Nikolaos Halidias
A novel approach to construct numerical methods for stochastic differential equations. Numer. Algorithms 66 (1) (2014)
Nikolaos Halidias
Semi-discrete approximations for stochastic differential equations and applications. Int. J. Comput. Math. 89 (6) (2012)
Nikolaos Halidias
Neumann boundary value problems with discontinuities. Appl. Math. Lett. 16 (5) (2003)
Nikolaos Halidias
A note on a class of noncoercive functionals. Appl. Math. Lett. 16 (8) (2003)
Nikolaos Halidias, Nikolaos S. Papageorgiou
Optimal control problems for a class of nonlinear evolution equations. Period. Math. Hung. 45 (1-2) (2002)