Optimal control problems for a class of nonlinear evolution equations. - Nikolaos Halidias; Nikolaos S. Papageorgiou (Period. Math. Hung., 2002)

Neumann boundary value problems with discontinuities. - Nikolaos Halidias (Appl. Math. Lett., 2003)

A note on a class of noncoercive functionals. - Nikolaos Halidias (Appl. Math. Lett., 2003)

Semi-discrete approximations for stochastic differential equations and applications. - Nikolaos Halidias (Int. J. Comput. Math., 2012)

A novel approach to construct numerical methods for stochastic differential equations. - Nikolaos Halidias (Numer. Algorithms, 2014)

A new numerical scheme for the CIR process. - Nikolaos Halidias (Monte Carlo Methods Appl., 2015)

Constructing positivity preserving numerical schemes for the two-factor CIR model. - Nikolaos Halidias (Monte Carlo Methods Appl., 2015)

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)

On the construction of boundary preserving numerical schemes. - Nikolaos Halidias (Monte Carlo Methods Appl., 2016)

Convergence rates of the Semi-Discrete method for stochastic differential equations. - Ioannis S. Stamatiou; Nikolaos Halidias (CoRR, 2020)

Lamperti Semi-Discrete method. - Nikolaos Halidias; Ioannis S. Stamatiou (CoRR, 2021)

On the absorption probabilities and mean time for absorption for discrete Markov chains. - Nikolaos Halidias (Monte Carlo Methods Appl., 2021)

On the practical point of view of option pricing. - Nikolaos Halidias (Monte Carlo Methods Appl., 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)

Option pricing: Examples and open problems. - Nikolaos Halidias (Monte Carlo Methods Appl., 2024)

A novel portfolio optimization method and its application to the hedging problem. - Nikolaos Halidias (Monte Carlo Methods Appl., 2024)