Ari D. Andricopoulos

Finance · 2003–2007

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #9,356 of 10,518 by trust here, #6,419 by citations

Whom Ari D. Andricopoulos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis A. Longstaff
2. Leif Andersen
3. Manuel Moreno
4. Eduardo S. Schwartz
5. Mark Broadie
6. Javier F. Navas
7. Paul Glasserman
8. Martin Widdicks

Who trusts Ari D. Andricopoulos overall

1. Fang Fang
2. Sam D. Howison
3. Gianluca Fusai
4. Martin Widdicks

Papers from Ari D. Andricopoulos's perspective

Ordered by how strongly the researchers Ari D. Andricopoulos trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. The Pricing of Options and Corporate Liabilities
3. Monte Carlo Methods in Financial Engineering
4. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
5. Pricing Financial Instruments: The Finite Difference Method
6. Universal option valuation using quadrature methods
7. On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives
8. American options on assets with dividends near expiry
9. Post-'87 crash fears in the S&P 500 futures option market
10. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)

Their papers

• Extending quadrature methods to value multi-asset and complex path dependent options (2007) — 61 citations
• THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (2005) — 52 citations
• Universal option valuation using quadrature methods (2003) — 149 citations