Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113): Karatzas, Ioannis, Shreve, Steven: 9780387976556: Amazon.com: Books
Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Arbitrage Theory Via Numeraires: A Survey | NYU Tandon School of Engineering
An overview of stochastic filtering theory | Advances in Applied Probability | Cambridge Core
Risks | Free Full-Text | Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model
Department of Statistics - Ioannis Karatzas » Department Directory
Left: Sum of Google-Scholar citations for the text-mining tools. Right:... | Download Scientific Diagram
Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985 | SpringerLink
Methods of Mathematical Finance | SpringerLink
Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 | SpringerLink
Brownian Motion and Stochastic Calculus | SpringerLink
Risks | Free Full-Text | Modeling Momentum and Reversals
Ioannis IAKOVOU | Aristotle University of Thessaloniki, Thessaloníki | AUTH | Laboratory of Nuclear Medicine I | Research profile
Brownian Models of Performance and Control
References - Fractals in Probability and Analysis
Ranking The Researchers and Scientists in Greece 2017 | PDF | Scholarly Communication | Methodology
Servitization and the Effect of Training on Service Delivery System Performance - Karatzas - 2020 - Production and Operations Management - Wiley Online Library
Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Publications
Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943–1995 | SpringerLink
PDF) Backward Stochastic Differential Equations with Constraints on the Gains-Process
Drug genetic associations with COVID-19 manifestations: a data mining and network biology approach | The Pharmacogenomics Journal
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions | SpringerLink
Stochastic Analysis and Applications 2014: In Honour of Terry Lyons | SpringerLink
Methods of Mathematical Finance | SpringerLink
JRFM | Free Full-Text | What’s Different about Bank Holding Companies?
Brownian Motion and Stochastic Calculus - Ioannis Karatzas, Steven E. Shreve - Google Books
Zipf's law for atlas models | Journal of Applied Probability | Cambridge Core
Ioannis Karatzas - Mathematical Aspects of Arbitrage (Rutgers) - YouTube
