| On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method N Halidias, IS Stamatiou Computational Methods in Applied Mathematics 16 (1), 105-132, 2016 | 22 | 2016 |
| Approximating explicitly the mean-reverting CEV process N Halidias, IS Stamatiou Journal of Probability and Statistics 2015, 2015 | 17 | 2015 |
| A boundary preserving numerical scheme for the Wright–Fisher model IS Stamatiou Journal of Computational and Applied Mathematics 328, 132-150, 2018 | 15 | 2018 |
| An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump IS Stamatiou Journal of Computational and Applied Mathematics 360, 78-98, 2019 | 12 | 2019 |
| Convergence rates of the semi-discrete method for stochastic differential equations N Stamatiou, Ioannis, Halidias Theory of Stochastic Processes 24 (40), 89-100, 2019 | 6* | 2019 |
| A note on the asymptotic stability of the semi-discrete method for stochastic differential equations N Halidias, IS Stamatiou Monte Carlo Methods and Applications 28 (1), 13-25, 2022 | 4 | 2022 |
| Boundary Preserving Explicit scheme for the Ait-Sahalia model N Halidias, IS Stamatiou | 4 | 2021 |
| Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model Y Kiouvrekis, IS Stamatiou arXiv preprint arXiv:2307.14404, 2023 | 2 | 2023 |
| The semi-discrete method for the approximation of the solution of stochastic differential equations IS Stamatiou Nonlinear Analysis, Differential Equations, and Applications, 625-638, 2021 | 2 | 2021 |
| Stochastic Analysis: Financial Mathematics with Matlab® N Halidias, I Stamatiou Stochastic Analysis, 2024 | | 2024 |
| Pathwise Stability and Positivity of Semi-Discrete Approximations of the Solution of Nonlinear Stochastic Differential Equations IS Stamatiou Mathematical Analysis in Interdisciplinary Research, 859-873, 2022 | | 2022 |
| Lamperti Semi-Discrete method N Halidias, IS Stamatiou arXiv preprint arXiv:2104.06149, 2021 | | 2021 |
| Numerical approximation for non-colliding particle systems IS Stamatiou arXiv preprint arXiv:1807.08924, 2018 | | 2018 |
| A note on pathwise stability and positivity of nonlinear stochastic differential equations IS Stamatiou arXiv preprint arXiv:1708.07857, 2017 | | 2017 |
| A note on Asymptotic mean-square stability of stochastic linear two-step methods for SDEs IS Stamatiou arXiv preprint arXiv:1704.08515, 2017 | | 2017 |
| Numerical analysis of stochastic differential equations with applications in financial mathematics and molecular dynamics. I Stamatiou | | 2016 |
Nikos HalidiasUniversity of the Aegean, Department of Statistics and Actuarial- Financial MathematicsVerified email at aegean.gr
