Nikolaos Halidias

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An elementary approach to the option pricing problem

Nikolaos Halidias, N. Halidias, 2015, 1510.05875.

A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations.

Nikolaos Halidias, Ioannis S. Stamatiou, 2020 .

A new numerical scheme for the CIR process

Nikolaos Halidias, 2015, Monte Carlo Methods Appl..

Optimal control problems for a class of nonlinear evolution equations

Nikolaos Halidias, Nikolaos S. Papageorgiou, N. Halidias, 2002, Period. Math. Hung..

Semi-discrete approximations for stochastic differential equations and applications

Nikolaos Halidias, 2012, Int. J. Comput. Math..

On construction of positivity preserving numerical schemes

Nikolaos Halidias, 2016 .

A note on a class of noncoercive functionals

Nikolaos Halidias, 2003, Appl. Math. Lett..

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

Nikolaos Halidias, Ioannis S. Stamatiou, 2020, ArXiv.

Neumann boundary value problems with discontinuities

Nikolaos Halidias, N. Halidias, 2003, Appl. Math. Lett..

A novel approach to construct numerical methods for stochastic differential equations

Nikolaos Halidias, N. Halidias, 2013, Numerical Algorithms.

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

Nikolaos Halidias, Ioannis S. Stamatiou, N. Halidias, 2013, Comput. Methods Appl. Math..

On the construction of boundary preserving numerical schemes

Nikolaos Halidias, 2016, Monte Carlo Methods Appl..

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

Nikolaos Halidias, 2015, Monte Carlo Methods Appl..

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

Nikolaos Halidias, 2021, Monte Carlo Methods Appl..

Construction of positivity preserving numerical schemes for a class of multidimensional stochastic differential equations

Nikolaos Halidias, N. Halidias, 2014 .

Construction of positivity preserving numerical schemes for multidimensional stochastic differential equations

Nikolaos Halidias, N. Halidias, 2013, 1310.1581.

A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient

Nikolaos Halidias, Peter E. Kloeden, 2008 .

Approximating Explicitly the Mean-Reverting CEV Process

Nikolaos Halidias, Ioannis S. Stamatiou, N. Halidias, 2015, 1502.03018.

The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications

Nikolaos Halidias, Mariusz Michta, 2007 .

On explicit numerical schemes for the CIR process

Nikolaos Halidias, N. Halidias, 2014 .

An explicit and positivity preserving numerical scheme for the mean reverting CEV model

Nikolaos Halidias, N. Halidias, 2015 .