Dassios, Angelos
Dr Angelos Dassios
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Experience keywords:
exotic options; risk theory; insurance; stochastic calculus; stochastic processes; option pricing; piecewise deterministic Markov processes
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Languages: German [Spoken: Basic, Written: Basic]; Greek [Spoken: Fluent, Written: Fluent]
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Media experience:
Radio; TV
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The following references are sourced from LSE Research Online|. References that are linked lead to the full text.
Dassios, Angelos and Zhao, Hongbiao (2012) Ruin by dynamic contagion claims. Insurance: mathematics and economics, 51 (1). pp. 93-106. ISSN 0167-6687 Dassios, Angelos and Wu, Shanle (2011) Double-barrier Parisian options. Journal of applied probability, 48 (1). pp. 1-20. ISSN 0021-9002 Dassios, Angelos and Zhao, Hongbiao (2011) A dynamic contagion process. Advances in applied probability, 43 (3). pp. 814-846. ISSN 0001-8678 Dassios, Angelos and Wu, Shanle (2010) Perturbed Brownian motion and its application to Parisian option pricing. Finance and stochastics, 14 (3). pp. 473-494. ISSN 0949-2984 Dassios, Angelos and Wu, Shanle (2009) On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Insurance: mathematics and economics, 45 (2). pp. 195-202. ISSN 0167-6687 Dassios, Angelos (2005) On the quantiles of the Brownian motion and their hitting times. Bernoulli, 11 (1). pp. 29-36. ISSN 1350-7265 Dassios, Angelos and Jang, J.W. (2005) Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. Journal of applied probability, 42 (1). pp. 93-107. ISSN 0021-9002
LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.
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