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Ari Andricopoulos
Ari Andricopoulos
Dacharan Advisory AG
Verified email at dacharan.com - Homepage
Title
Cited by
Cited by
Year
Universal option valuation using quadrature methods
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Financial Economics 67 (3), 447-471, 2003
1972003
Systems and methods in support of authentication of an item
C Phan, R Wetlesen, D Beddington, A Andricopoulos, A Aitio, ...
US Patent 9,858,569, 2018
1072018
Extending quadrature methods to value multi-asset and complex path dependent options
AD Andricopoulos, M Widdicks, DP Newton, PW Duck
Journal of Financial Economics 83 (2), 471-499, 2007
722007
The Black‐Scholes Equation Revisited: Asymptotic Expansions And Singular Perturbations
M Widdicks, PW Duck, AD Andricopoulos, DP Newton
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
652005
On the enhanced convergence of standard lattice methods for option pricing
M Widdicks, AD Andricopoulos, DP Newton, PW Duck
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
392002
Curtailing the range for lattice and grid methods
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Derivatives 11, 55-61, 2004
212004
Option pricing using quadrature and other numerical methods
AD Andricopoulos
PQDT-Global, 2003
102003
Corrigendum to" Universal option valuation using quadrature methods":[Journal of Financial Economics 67 (2003) 447-471]
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Financial Economics 73 (3), 603-603, 2004
32004
The Relationship Between High Debt Levels and Economic Stagnation, Explained by a Simple Cash Flow Model of the Economy
A Andricopoulos
Explained by a Simple Cash Flow Model of the Economy (February 23, 2016), 2016
22016
On Portfolio Optimisation Techniques
A Andricopoulos
Dacharan Capital White Paper, 2014
22014
Leverage as a Weapon of Mass Shareholder-Value Destruction; Another Look at the Low-Beta Anomaly
A Andricopoulos
Another Look at the Low-Beta Anomaly (November 1, 2016), 2016
2016
Erratum:" Universal option valuation using quadrature methods"(Journal of Financial Economics (2003) vol. 67 (447-471) 10.1016/S0304-405X (02) 00257-X)
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Financial Economics 73 (3), 2004
2004
Universal option valuation using quadrature methods (vol 67, pg 447, 2003)
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
JOURNAL OF FINANCIAL ECONOMICS 73 (3), 603-603, 2004
2004
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