Stylianos Xanthopoulos
Stylianos Xanthopoulos
Verified email at aegean.gr
Title
Cited by
Cited by
Year
A novel corporate credit rating system based on Student’st hidden Markov models
A Petropoulos, SP Chatzis, S Xanthopoulos
Expert Systems with Applications 53, 87-105, 2016
512016
On a question of Verma about indecomposable representations of algebraic groups and of their Lie algebras
S Xanthopoulos
Queen Mary, University of London, 1992
211992
Modeling privacy insurance contracts and their utilization in risk management for ICT firms
AN Yannacopoulos, C Lambrinoudakis, S Gritzalis, SZ Xanthopoulos, ...
European Symposium on Research in Computer Security, 207-222, 2008
152008
A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series
A Petropoulos, SP Chatzis, S Xanthopoulos
Information Sciences 412, 50-66, 2017
142017
Scenarios for price determination in incomplete markets
SZ Xanthopoulos, AN Yannacopoulos
International Journal of Theoretical and Applied Finance 11 (05), 415-445, 2008
122008
A closed-form solution for the price of cross-commodity electricity derivatives
D Tsitakis, S Xanthopoulos, AN Yannacopoulos
Physica A: Statistical Mechanics and its Applications 371 (2), 543-551, 2006
82006
Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
L Boukas, D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos
Journal of Difference Equations and Applications 17 (7), 1065-1084, 2011
72011
A generalized ROC approach for the validation of credit rating systems and scorecards
SZ Xanthopoulos, CT Nakas
The Journal of Risk Finance, 2007
62007
A projected gradient dynamical system modelling the dynamics of bargaining
D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos
Journal of Difference Equations and Applications 19 (1), 59-95, 2013
32013
On a variational sequential bargaining pricing scheme
N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos
Optimization 62 (11), 1501-1524, 2013
22013
Contingent claim pricing through a continuous time variational bargaining scheme
N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos
Annals of Operations Research 260 (1), 95-112, 2018
12018
Contract pricing and utility sharing
M Anthropelos, NE Frangos, SZ Xanthopoulos, AN Yannacopoulos
IMA Journal of Management Mathematics 25 (3), 329-352, 2014
12014
Linear and Nonlinear Parabolic Partial Differential Equations in Financial Engineering
LA Boukas, KI Vasileiadis, SZ Xanthopoulos, AN Yannacopoulos
Mathematical Modeling with Multidisciplinary Applications 22, 191-228, 2013
12013
Minimum Regret Pricing of Contingent Claims in Incomplete Markets
C Kountzakis, SZ Xanthopoulos, AN Yannacopoulos
Dynamics, Games and Science I, 503-528, 2011
12011
A Risk Model for Privacy Insurance
AN Yannacopoulos, S Katsikas, C Lambrinoudakis, S Gritzalis, ...
Digital Privacy, 369-384, 2007
12007
Who would invest only in the risk-free asset?
N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos
International Journal of Financial Engineering 5 (03), 1850024, 2018
2018
The Beta intervalling effect during a deep economic crisis-evidence from Greece
G Mantsios, S Xanthopoulos
International Journal of Business and Economic Sciences Applied Research 9 (1), 2016
2016
Relative Entropy Criterion and CAPM-Like Pricing
SZ Xanthopoulos
Trends in Mathematical Economics, 369-379, 2016
2016
On the dynamics of bargaining
D Pinheiro, AA PINTO, SZ XANTHOPOULOS, AN YANNACOPOULOS
arXiv preprint arXiv:1105.1767, 2011
2011
Three Behavioural Scenarios for Contingent Claims Valuation in Incomplete Markets
L Boukas, D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos
Nonlinear Science and Complexity, 221-228, 2011
2011
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