Ioannis IAKOVOU | Aristotle University of Thessaloniki, Thessaloníki | AUTH | Laboratory of Nuclear Medicine I | Research profile
Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning: Chaos: An Interdisciplinary Journal of Nonlinear Science: Vol 33, No 2
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions | SpringerLink
Nicole EL KAROUI | Emeritus Professor | PhD+Tenure 1971 | Sorbonne Université, Paris | UPMC | Laboratoire Probabilité Statistiques Modélisaton (LPSM ex LPMA) | Research profile
Brownian Motion and Stochastic Calculus | SpringerLink
An overview of stochastic filtering theory | Advances in Applied Probability | Cambridge Core
JRFM | Free Full-Text | What’s Different about Bank Holding Companies?
Zipf's law for atlas models | Journal of Applied Probability | Cambridge Core
Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985 | SpringerLink
Stochastic Analysis and Applications 2014: In Honour of Terry Lyons | SpringerLink
Arbitrage Theory Via Numeraires: A Survey | NYU Tandon School of Engineering
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113): Karatzas, Ioannis, Shreve, Steven: 9780387976556: Amazon.com: Books
Left: Sum of Google-Scholar citations for the text-mining tools. Right:... | Download Scientific Diagram
Planar Brownian flows with rank-based characteristics: AIP Conference Proceedings: Vol 1978, No 1
Drug genetic associations with COVID-19 manifestations: a data mining and network biology approach | The Pharmacogenomics Journal
Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Publications
Risks | Free Full-Text | Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Methods of Mathematical Finance | SpringerLink
Department of Statistics - Ioannis Karatzas » Department Directory
Thera Stochastics - A Mathematics Conference in Honor of Ioannis Karatzas
Ioannis Karatzas - Mathematical Aspects of Arbitrage (Rutgers) - YouTube
Servitization and the Effect of Training on Service Delivery System Performance - Karatzas - 2020 - Production and Operations Management - Wiley Online Library
Methods of Mathematical Finance | SpringerLink
PDF) Backward Stochastic Differential Equations with Constraints on the Gains-Process
Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates - MILTERSEN - 1997 - The Journal of Finance - Wiley Online Library
