Nico Achtsis

Identifiers

• name variant Nico Achtsis 0.60 · backfill

Papers (3)

1. A Monte Carlo method for optimal portfolio executions q-fin.TR · 2013 · author #1
2. Conditional sampling for barrier option pricing under the Heston model q-fin.CP · 2012 · author #1
3. Conditional sampling for barrier option pricing under the LT method q-fin.CP · 2011 · author #1

Mentions

• 1207.6566 #1 · arxiv_oai · confidence 0.70 Nico Achtsis
• 1111.4808 #1 · arxiv_oai · confidence 0.70 Nico Achtsis
• 1312.5919 #1 · backfill · confidence 0.70 Nico Achtsis
• 1207.6566 #1 · backfill · confidence 0.70 Nico Achtsis
• 1111.4808 #1 · backfill · confidence 0.70 Nico Achtsis

Frequent Coauthors

• Dirk Nuyens 3 shared papers
• Ronald Cools 2 shared papers