Sotirios Sabanis

Finance · 2003–2014

A researcher in the Science corpus: 7 papers; trusts 17 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #1,607 of 10,518 by trust here, #4,260 by citations
• Demography — 10 citations into it; #505 of 4,236 by trust here, #2,670 by citations
• Numerical Analysis — 10 citations into it; #1,959 of 3,586 by trust here, #2,107 by citations
• Computational Mechanics — 7 citations into it; #4,334 of 10,001 by trust here, #7,884 by citations
• Computational Theory and Mathematics — 5 citations into it; #6,961 of 12,182 by trust here, #7,851 by citations
• Economics and Econometrics — 5 citations into it; #4,985 of 23,481 by trust here, #17,346 by citations
• Management Science and Operations Research — 5 citations into it
• Statistics and Probability — 5 citations into it

Whom Sotirios Sabanis trusts overall

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

1. Martin Hutzenthaler
2. Xuerong Mao
3. M. Giles
4. Arnulf Jentzen
5. Peter E. Kloeden
6. Lukasz Szpruch
7. Desmond John Higham
8. Stefan Heinrich
9. István Gyöngy
10. Gareth O. Roberts

Who trusts Sotirios Sabanis overall

1. Xuerong Mao
2. Chaman Kumar
3. Xiaoyue Li
4. István Gyöngy
5. Gonçalo dos Reis
6. George Yin
7. Arnulf Jentzen
8. Stefan Engelhardt
9. David Siska
10. Greig Smith

Papers from Sotirios Sabanis's perspective

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

1. Multilevel Monte Carlo Path Simulation (Operational Research)
2. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
3. Exponential convergence of Langevin distributions and their discrete approximations
4. Environmental Brownian noise suppresses explosions in population dynamics
5. Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients
6. A note on tamed Euler approximations
7. The Variance Gamma Process and Option Pricing
8. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations (SIAM Journal on Numerical Analysis)
9. On Discretization Schemes for Stochastic Evolution Equations
10. SELF‐DECOMPOSABILITY AND OPTION PRICING

Their papers

• A note on tamed Euler approximations (2013) — 230 citations
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition (2003) — 172 citations
• Asymptotic behaviour of the stochastic Lotka-Volterra model (2003) — 232 citations
• Convergence of tamed Euler schemes for a class of stochastic evolution equations (2014) — 55 citations
• On tamed milstein schemes of SDEs driven by Lévy noise (2014) — 50 citations
• Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients (2013) — 204 citations
• Delay geometric Brownian motion in financial option valuation (2013) — 48 citations