Convexity adjustment for constant maturity swaps in a multi-curve framework. - Nikolaos Karouzakis; John Hatgioannides; Kostas Andriosopoulos (Ann. Oper. Res., 2018)

Sequential Learning and Economic Benefits from Dynamic Term Structure Models. - Tomasz Dubiel-Teleszynski; Konstantinos Kalogeropoulos; Nikolaos Karouzakis (Manag. Sci., 2024)