George Bouzianis

George Bouzianis

Goldsmiths University of London - London / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5331364
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person_outline George Bouzianis's MOST POPULAR ARTICLES
1-) Levy-Ito Models in FinanceG Bouzianis, LP Hughston, S Jaimungal, L Sánchez-BetancourtarXiv preprint arXiv:1907.08499, 201962019
2-) An integrated matching-immunization model for bond portfolio optimizationP Xidonas, C Hassapis, G Bouzianis, C StaikourasComputational Economics 51, 595-605, 201842018
3-) Optimal hedging in incomplete marketsG Bouzianis, LP HughstonApplied Mathematical Finance 27 (4), 265-287, 202032020
4-) Determination of the Levy Exponent in Asset Pricing ModelsG Bouzianis, L HughstonarXiv preprint arXiv:1811.07220, 201832018
5-) Information-based tradingG Bouzianis, LP Hughston, L Sánchez-BetancourtInternational Journal of Theoretical and Applied Finance 27 (03n04), 2350030, 2024