Nikolaos Halidias

According to our database, Nikolaos Halidias authored at least 14 papers between 2002 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

A note on the asymptotic stability of the semi-discrete method for stochastic differential equations.

Nikolaos Halidias, Ioannis S. Stamatiou

Monte Carlo Methods Appl., 2022

On the practical point of view of option pricing.

Nikolaos Halidias

Monte Carlo Methods Appl., 2022

2021

On the absorption probabilities and mean time for absorption for discrete Markov chains.

Nikolaos Halidias

Monte Carlo Methods Appl., 2021

Lamperti Semi-Discrete method.

Nikolaos Halidias, Ioannis S. Stamatiou

CoRR, 2021

2020

Convergence rates of the Semi-Discrete method for stochastic differential equations.

Ioannis S. Stamatiou, Nikolaos Halidias

CoRR, 2020

2016

On the construction of boundary preserving numerical schemes.

Nikolaos Halidias

Monte Carlo Methods Appl., 2016

On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method.

Nikolaos Halidias, Ioannis S. Stamatiou

Comput. Methods Appl. Math., 2016

2015

Constructing positivity preserving numerical schemes for the two-factor CIR model.

Nikolaos Halidias

Monte Carlo Methods Appl., 2015

A new numerical scheme for the CIR process.

Nikolaos Halidias

Monte Carlo Methods Appl., 2015

2014

A novel approach to construct numerical methods for stochastic differential equations.

Nikolaos Halidias

Numer. Algorithms, 2014

2012

Semi-discrete approximations for stochastic differential equations and applications.

Nikolaos Halidias

Int. J. Comput. Math., 2012

2003

A note on a class of noncoercive functionals.

Nikolaos Halidias

Appl. Math. Lett., 2003

Neumann boundary value problems with discontinuities.

Nikolaos Halidias

Appl. Math. Lett., 2003

2002

Optimal control problems for a class of nonlinear evolution equations.

Nikolaos Halidias, Nikolaos S. Papageorgiou

Period. Math. Hung., 2002